+47.3%
NFLX vs CIFR
+69.3%
-22.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +1.4% |
| 7D | -1.1% | -5.0% | +3.9% | -0.8% |
| 30D | +4.3% | -5.7% | +10.0% | +4.3% |
| 3M | -4.8% | -25.5% | +20.8% | -4.4% |
| 6M | -18.4% | +19.4% | -37.9% | -21.9% |
| YTD | -17.4% | +14.2% | -31.6% | -21.5% |
| 1Y | -35.7% | +69.0% | -104.7% | -42.0% |
| 3Y | +73.8% | +503.9% | -430.2% | +24.8% |
| 5Y | +29.3% | +27.7% | +1.6% | -13.0% |
| All | +47.3% | +69.3% | -22.0% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling