+27.0%
NFLX vs CMI
+163.4%
-136.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -8.1% | +0.8% | -8.9% | -8.3% |
| 30D | +1.6% | -12.8% | +14.4% | +4.4% |
| 3M | -7.3% | -12.4% | +5.1% | -5.8% |
| 6M | -21.6% | -0.9% | -20.7% | -24.2% |
| YTD | -18.9% | +8.9% | -27.8% | -25.0% |
| 1Y | -39.1% | +37.7% | -76.8% | -48.8% |
| 3Y | +71.7% | +148.9% | -77.2% | +7.8% |
| 5Y | +27.0% | +164.4% | -137.4% | -27.9% |
| All | +27.0% | +163.4% | -136.5% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling