+2,595.1%
CMCSA vs STZ
+9,621.1%
-7,026.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -1.7% |
| 30D | +7.0% | -1.9% | +8.9% | +7.5% |
| 3M | +15.1% | -6.2% | +21.3% | +16.8% |
| 6M | -15.4% | -14.0% | -1.3% | -12.4% |
| YTD | -1.9% | -5.1% | +3.2% | -1.1% |
| 1Y | -12.7% | -9.6% | -3.1% | -11.2% |
| 3Y | -31.0% | -47.2% | +16.2% | -21.2% |
| 5Y | -46.1% | -33.6% | -12.5% | -42.1% |
| 10Y | +10.8% | -9.8% | +20.6% | +7.9% |
| All | +2,595.1% | +9,621.1% | -7,026.0% | +828.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling