+687.9%
NFLX vs CI
+143.6%
+544.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -8.1% | -1.1% | -7.0% | -7.9% |
| 30D | -0.3% | +0.5% | -0.8% | -0.4% |
| 3M | -6.6% | -5.2% | -1.4% | -5.8% |
| 6M | -22.7% | +4.3% | -27.0% | -23.4% |
| YTD | -18.9% | +2.8% | -21.7% | -19.6% |
| 1Y | -39.8% | -5.8% | -34.0% | -39.7% |
| 3Y | +71.7% | +4.7% | +67.0% | +64.1% |
| 5Y | +27.2% | +42.7% | -15.4% | +10.7% |
| 10Y | +687.9% | +141.0% | +546.9% | +383.0% |
| All | +687.9% | +143.6% | +544.3% | +383.0% |
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