+117.3%
NFLX vs ZCMD
-100.0%
+217.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.7% | -1.6% | -5.3% |
| 7D | -4.2% | -8.0% | +3.8% | -4.2% |
| 30D | +5.5% | -27.9% | +33.3% | +5.7% |
| 3M | -4.1% | -74.6% | +70.5% | -4.1% |
| 6M | -20.7% | -99.5% | +78.8% | -16.7% |
| YTD | -16.5% | -99.7% | +83.2% | -11.4% |
| 1Y | -37.8% | -99.9% | +62.1% | -33.1% |
| 3Y | +77.9% | -100.0% | +177.9% | +106.8% |
| 5Y | +32.5% | -100.0% | +132.5% | +56.0% |
| All | +117.3% | -100.0% | +217.3% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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