+21,036.7%
NFLX vs CF
+5,315.1%
+15,721.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | +2.1% | -3.2% | +5.3% | +2.6% |
| 30D | -9.0% | +4.3% | -13.3% | -10.0% |
| 3M | -14.0% | +2.8% | -16.8% | -14.8% |
| 6M | -28.2% | +0.6% | -28.8% | -29.0% |
| YTD | -32.4% | +56.6% | -89.0% | -39.7% |
| 1Y | -42.2% | +49.6% | -91.8% | -48.0% |
| 3Y | +45.9% | +61.5% | -15.6% | +26.4% |
| 5Y | -1.8% | +124.0% | -125.8% | -23.6% |
| 10Y | +419.6% | +573.2% | -153.5% | +189.5% |
| All | +21,036.7% | +5,315.1% | +15,721.5% | +7,182.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling