-4.1%
NFLX vs CI
+2.0%
-6.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -4.9% |
| 7D | -4.2% | +1.3% | -5.6% | -4.6% |
| 30D | +5.5% | +4.4% | +1.0% | +4.1% |
| 3M | -4.1% | +0.7% | -4.7% | -5.8% |
| All | -4.1% | +2.0% | -6.1% | -5.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling