+20.4%
NFLX vs CIFR
-34.4%
+54.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.8% |
| 7D | -0.3% | -19.6% | +19.3% | +0.7% |
| 30D | -10.0% | -51.7% | +41.7% | -6.5% |
| 3M | -17.1% | -60.0% | +42.9% | -13.3% |
| 6M | -27.7% | -68.2% | +40.5% | -24.4% |
| YTD | -32.5% | -55.8% | +23.2% | -32.5% |
| 1Y | -43.5% | -66.8% | +23.2% | -42.5% |
| 3Y | +41.4% | +119.1% | -77.7% | +8.6% |
| 5Y | -2.2% | -25.3% | +23.1% | -33.0% |
| All | +20.4% | -34.4% | +54.8% | -17.6% |
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