+2,485.1%
CMCSA vs STZ
+10,917.0%
-8,431.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.3% |
| 7D | +0.7% | -0.9% | +1.6% | +0.9% |
| 30D | +21.0% | +14.9% | +6.1% | +17.1% |
| 3M | -0.9% | +8.4% | -9.4% | -2.9% |
| 6M | +2.9% | +2.8% | +0.1% | +2.0% |
| YTD | -5.9% | +7.5% | -13.4% | -8.0% |
| 1Y | +2.5% | +12.5% | -10.1% | -1.1% |
| 3Y | -28.3% | -35.4% | +7.2% | -22.0% |
| 5Y | -40.8% | -29.3% | -11.5% | -37.3% |
| 10Y | +5.4% | +11.8% | -6.4% | -2.4% |
| All | +2,485.1% | +10,917.0% | -8,431.9% | +763.7% |
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 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