-12.7%
CMCSA vs STZ
-10.2%
-2.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | +7.0% | -1.9% | +8.9% | +7.6% |
| 3M | +15.1% | -6.2% | +21.3% | +16.8% |
| 6M | -15.4% | -14.0% | -1.3% | -12.4% |
| YTD | -1.9% | -5.1% | +3.2% | -0.2% |
| 1Y | -12.7% | -9.6% | -3.1% | -12.7% |
| All | -12.7% | -10.2% | -2.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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