-24.5%
NFLX vs CIFR
-64.3%
+39.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.9% | -6.9% | +2.6% |
| 7D | -2.8% | +9.4% | -12.2% | -1.9% |
| 30D | -8.6% | -45.3% | +36.7% | -11.7% |
| 3M | -13.7% | -58.7% | +45.0% | -17.9% |
| 6M | -24.5% | -64.9% | +40.5% | -27.4% |
| All | -24.5% | -64.3% | +39.8% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling