-39.3%
NFLX vs CIFR
-69.0%
+29.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -20.0% | +24.6% | +3.8% |
| 7D | +7.1% | -26.7% | +33.8% | +5.8% |
| 30D | -1.6% | -58.0% | +56.4% | -5.0% |
| 3M | -9.8% | -68.1% | +58.3% | -13.4% |
| 6M | -27.1% | -63.7% | +36.6% | -29.4% |
| YTD | -29.2% | -56.0% | +26.8% | -32.0% |
| 1Y | -39.3% | -71.1% | +31.9% | -41.1% |
| All | -39.3% | -69.0% | +29.8% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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