+70.7%
NFLX vs CMI
+147.2%
-76.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -8.1% | +0.8% | -8.9% | -8.1% |
| 30D | +1.6% | -12.8% | +14.4% | +2.2% |
| 3M | -7.3% | -12.4% | +5.1% | -7.4% |
| 6M | -21.6% | -0.9% | -20.7% | -23.7% |
| YTD | -18.9% | +8.9% | -27.8% | -23.1% |
| 1Y | -39.1% | +37.7% | -76.8% | -45.7% |
| All | +70.7% | +147.2% | -76.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling