+4.6%
CMCSA vs Z
-5.7%
+10.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.5% |
| 7D | -8.3% | -7.1% | -1.2% | -7.4% |
| 30D | -2.4% | -4.8% | +2.3% | -1.9% |
| 3M | +4.5% | -9.3% | +13.8% | +5.5% |
| 6M | -18.8% | -29.0% | +10.2% | -15.7% |
| YTD | -8.9% | -52.9% | +44.0% | -1.0% |
| 1Y | -18.3% | -63.1% | +44.8% | -8.6% |
| 3Y | -35.0% | -36.9% | +1.9% | -33.8% |
| 5Y | -48.2% | -65.5% | +17.3% | -45.7% |
| 10Y | +4.6% | -3.9% | +8.4% | -12.1% |
| All | +4.6% | -5.7% | +10.2% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling