+6.4%
CMCSA vs STZ
+11.6%
-5.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +4.6% | +5.3% | -0.8% | +2.9% |
| 30D | +19.8% | +19.6% | +0.2% | +13.4% |
| 3M | -0.3% | +10.0% | -10.2% | -3.3% |
| 6M | +0.3% | -0.3% | +0.6% | 0.0% |
| YTD | -6.9% | +8.6% | -15.5% | -10.0% |
| 1Y | +2.6% | +16.6% | -14.0% | -3.1% |
| 3Y | -29.0% | -34.8% | +5.8% | -21.4% |
| 5Y | -42.0% | -27.8% | -14.1% | -38.4% |
| 10Y | +6.4% | +12.5% | -6.1% | +5.0% |
| All | +6.4% | +11.6% | -5.1% | +5.0% |
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