-2.7%
NFLX vs CF
+120.6%
-123.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.3% |
| 7D | +2.1% | -3.2% | +5.3% | +2.4% |
| 30D | -9.0% | +4.3% | -13.3% | -9.4% |
| 3M | -14.0% | +2.8% | -16.8% | -14.3% |
| 6M | -28.2% | +0.6% | -28.8% | -28.4% |
| YTD | -32.4% | +56.6% | -89.0% | -36.4% |
| 1Y | -42.2% | +49.6% | -91.8% | -45.3% |
| 3Y | +45.9% | +61.5% | -15.6% | +34.6% |
| All | -2.7% | +120.6% | -123.2% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling