-40.2%
CMCSA vs STZ
-29.4%
-10.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +3.2% | +2.6% | +0.6% | +2.4% |
| 30D | +19.5% | +15.2% | +4.3% | +14.8% |
| 3M | -2.4% | +7.6% | -10.0% | -4.6% |
| 6M | +3.8% | +5.3% | -1.4% | +1.9% |
| YTD | -5.4% | +8.6% | -14.0% | -8.3% |
| 1Y | +1.1% | +15.6% | -14.4% | -3.9% |
| 3Y | -27.1% | -35.2% | +8.0% | -20.0% |
| All | -40.2% | -29.4% | -10.8% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling