-45.8%
NFLX vs CI
+13.7%
-59.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.1% | -2.4% |
| 7D | -4.4% | -1.7% | -2.6% | -3.9% |
| 30D | -11.0% | +4.9% | -15.9% | -11.9% |
| 3M | -15.5% | +7.4% | -22.9% | -16.7% |
| 6M | -28.5% | +0.4% | -28.9% | -29.1% |
| YTD | -33.1% | +9.5% | -42.6% | -34.3% |
| 1Y | -45.8% | +12.0% | -57.8% | -47.0% |
| All | -45.8% | +13.7% | -59.5% | -47.0% |
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 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