-45.0%
CMCSA vs STZ
-36.5%
-8.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +1.0% |
| 7D | +0.1% | -7.4% | +7.5% | +2.3% |
| 30D | +3.8% | -10.9% | +14.7% | +7.2% |
| 3M | +12.3% | -13.4% | +25.8% | +16.7% |
| 6M | -15.4% | -16.2% | +0.8% | -11.4% |
| YTD | -2.5% | -10.4% | +8.0% | -0.1% |
| 1Y | -13.4% | -14.8% | +1.4% | -10.3% |
| 3Y | -30.4% | -50.1% | +19.8% | -16.8% |
| 5Y | -45.0% | -38.8% | -6.2% | -41.7% |
| All | -45.0% | -36.5% | -8.5% | -41.7% |
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 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