-39.3%
NFLX vs CI
+21.2%
-60.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.3% | +3.8% |
| 7D | +7.1% | +3.5% | +3.6% | +6.1% |
| 30D | -1.6% | +12.6% | -14.2% | -4.3% |
| 3M | -9.8% | +12.1% | -21.8% | -11.9% |
| 6M | -27.1% | +10.6% | -37.6% | -28.7% |
| YTD | -29.2% | +12.8% | -42.0% | -30.9% |
| 1Y | -39.3% | +18.0% | -57.3% | -41.2% |
| All | -39.3% | +21.2% | -60.5% | -41.2% |
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