+74.4%
NFLX vs CF
+73.9%
+0.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -5.2% |
| 7D | -4.2% | +6.0% | -10.3% | -4.5% |
| 30D | +5.5% | +14.8% | -9.4% | +4.7% |
| 3M | -4.1% | +14.1% | -18.1% | -4.8% |
| 6M | -20.7% | +28.5% | -49.2% | -22.6% |
| YTD | -16.5% | +74.9% | -91.5% | -21.0% |
| 1Y | -37.8% | +61.7% | -99.5% | -40.7% |
| All | +74.4% | +73.9% | +0.5% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling