-37.8%
NFLX vs CI
-4.0%
-33.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.2% |
| 7D | -4.2% | +1.3% | -5.6% | -4.4% |
| 30D | +5.5% | +4.4% | +1.0% | +5.0% |
| 3M | -4.1% | +0.7% | -4.7% | -4.2% |
| 6M | -20.7% | +0.3% | -21.0% | -20.9% |
| YTD | -16.5% | +3.8% | -20.4% | -16.8% |
| 1Y | -37.8% | -5.5% | -32.3% | -38.2% |
| All | -37.8% | -4.0% | -33.8% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling