+4.6%
CMCSA vs STZ
-13.0%
+17.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -6.7% |
| 7D | -8.3% | -6.0% | -2.3% | -6.6% |
| 30D | -2.4% | -8.9% | +6.5% | +0.2% |
| 3M | +4.5% | -12.6% | +17.1% | +8.6% |
| 6M | -18.8% | -17.2% | -1.6% | -14.4% |
| YTD | -8.9% | -10.0% | +1.1% | -6.7% |
| 1Y | -18.3% | -14.3% | -4.0% | -15.3% |
| 3Y | -35.0% | -49.9% | +15.0% | -21.9% |
| 5Y | -48.2% | -38.2% | -9.9% | -42.3% |
| 10Y | +4.6% | -12.0% | +16.5% | +7.4% |
| All | +4.6% | -13.0% | +17.6% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling