+48.9%
NFLX vs CIFR
+78.3%
-29.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.5% | -5.5% |
| 7D | -4.2% | +16.9% | -21.2% | -5.3% |
| 30D | +5.5% | -5.2% | +10.6% | +5.4% |
| 3M | -4.1% | -30.6% | +26.5% | -3.2% |
| 6M | -20.7% | +10.6% | -31.3% | -23.6% |
| YTD | -16.5% | +20.2% | -36.7% | -20.9% |
| 1Y | -37.8% | +139.7% | -177.5% | -45.6% |
| 3Y | +77.9% | +489.4% | -411.5% | +28.3% |
| 5Y | +32.5% | +54.4% | -21.9% | -12.2% |
| All | +48.9% | +78.3% | -29.4% | -3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling