-2.7%
NFLX vs CI
+49.9%
-52.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -3.0% |
| 7D | +2.1% | -1.6% | +3.7% | +2.3% |
| 30D | -9.0% | +5.4% | -14.4% | -9.4% |
| 3M | -14.0% | +7.3% | -21.2% | -14.4% |
| 6M | -28.2% | +5.3% | -33.5% | -28.4% |
| YTD | -32.4% | +8.5% | -40.8% | -32.8% |
| 1Y | -42.2% | +17.1% | -59.3% | -42.8% |
| 3Y | +45.9% | +1.4% | +44.4% | +43.6% |
| All | -2.7% | +49.9% | -52.5% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling