+448.1%
NFLX vs CI
+147.8%
+300.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.5% |
| 7D | -0.3% | +2.6% | -2.9% | -0.7% |
| 30D | -10.0% | +7.3% | -17.3% | -11.1% |
| 3M | -17.1% | +9.5% | -26.6% | -18.4% |
| 6M | -27.7% | +6.4% | -34.1% | -28.6% |
| YTD | -32.5% | +12.0% | -44.5% | -34.1% |
| 1Y | -43.5% | +20.1% | -63.6% | -45.5% |
| 3Y | +41.4% | +9.6% | +31.9% | +34.9% |
| 5Y | -2.2% | +52.7% | -54.9% | -15.2% |
| 10Y | +448.1% | +150.3% | +297.8% | +304.4% |
| All | +448.1% | +147.8% | +300.2% | +304.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling