+64,065.9%
NFLX vs CMI
+9,290.0%
+54,775.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -5.0% | +1.9% | -6.9% | -5.7% |
| 30D | +3.5% | -12.5% | +16.1% | +8.0% |
| 3M | -7.1% | -16.2% | +9.1% | -2.7% |
| 6M | -22.5% | +4.9% | -27.3% | -25.8% |
| YTD | -18.1% | +11.1% | -29.3% | -24.0% |
| 1Y | -38.3% | +43.4% | -81.7% | -48.1% |
| 3Y | +73.4% | +154.1% | -80.7% | +16.1% |
| 5Y | +26.7% | +169.5% | -142.8% | -17.8% |
| 10Y | +670.3% | +503.8% | +166.5% | +248.8% |
| All | +64,065.9% | +9,290.0% | +54,775.9% | +3,377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling