+39.8%
NFLX vs CI
+7.2%
+32.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.0% | +1.2% | -3.1% | -2.0% |
| 30D | -11.9% | +2.6% | -14.5% | -12.0% |
| 3M | -20.6% | +7.4% | -28.0% | -20.7% |
| 6M | -29.0% | -0.1% | -28.9% | -29.2% |
| YTD | -33.7% | +9.7% | -43.5% | -33.7% |
| 1Y | -46.2% | +12.1% | -58.3% | -46.2% |
| 3Y | +39.8% | +7.0% | +32.8% | +38.7% |
| All | +39.8% | +7.2% | +32.6% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling