+12.0%
CMCSA vs Z
+4.8%
+7.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.7% |
| 7D | +4.6% | -6.5% | +11.0% | +5.3% |
| 30D | +19.8% | -0.1% | +19.9% | +19.6% |
| 3M | -0.3% | -14.1% | +13.9% | +1.2% |
| 6M | +0.3% | -30.1% | +30.4% | +4.1% |
| YTD | -6.9% | -57.5% | +50.6% | +2.0% |
| 1Y | +2.6% | -60.3% | +62.9% | +13.2% |
| 3Y | -29.0% | -21.0% | -8.0% | -29.9% |
| 5Y | -42.0% | -54.9% | +12.9% | -40.7% |
| 10Y | +6.4% | -16.0% | +22.5% | -6.9% |
| All | +12.0% | +4.8% | +7.2% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling