-30.4%
CMCSA vs STZ
-50.3%
+20.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.7% |
| 7D | +0.1% | -7.4% | +7.5% | +1.9% |
| 30D | +3.8% | -10.9% | +14.7% | +6.6% |
| 3M | +12.3% | -13.4% | +25.8% | +15.9% |
| 6M | -15.4% | -16.2% | +0.8% | -12.1% |
| YTD | -2.5% | -10.4% | +8.0% | -0.3% |
| 1Y | -13.4% | -14.8% | +1.4% | -10.7% |
| 3Y | -30.4% | -50.1% | +19.8% | -23.3% |
| All | -30.4% | -50.3% | +20.0% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling