+22.8%
NFLX vs CIFR
-28.5%
+51.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.9% | -6.9% | +1.5% |
| 7D | -2.8% | +9.4% | -12.2% | -3.5% |
| 30D | -8.6% | -45.3% | +36.7% | -5.7% |
| 3M | -13.7% | -58.7% | +45.0% | -9.9% |
| 6M | -24.5% | -64.9% | +40.5% | -21.6% |
| YTD | -31.2% | -51.8% | +20.7% | -31.5% |
| 1Y | -43.2% | -61.9% | +18.7% | -42.7% |
| 3Y | +44.3% | +138.6% | -94.3% | +10.2% |
| 5Y | -1.9% | -13.0% | +11.1% | -33.2% |
| All | +22.8% | -28.5% | +51.4% | -16.4% |
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 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