-35.7%
NFLX vs CMI
+39.5%
-75.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +2.1% |
| 7D | -1.1% | -0.7% | -0.4% | -1.2% |
| 30D | +4.3% | -12.4% | +16.7% | +1.9% |
| 3M | -4.8% | -14.8% | +10.0% | -7.6% |
| 6M | -18.4% | +0.8% | -19.2% | -20.3% |
| YTD | -17.4% | +10.2% | -27.6% | -19.5% |
| 1Y | -35.7% | +37.4% | -73.1% | -38.0% |
| All | -35.7% | +39.5% | -75.2% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling