+18.1%
CMCSA vs Z
+25.1%
-7.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -2.1% | -3.0% | +0.9% | -1.7% |
| 30D | +7.0% | -4.2% | +11.2% | +7.5% |
| 3M | +15.1% | -3.7% | +18.8% | +15.3% |
| 6M | -15.4% | -24.5% | +9.2% | -12.9% |
| YTD | -1.9% | -49.3% | +47.4% | +5.5% |
| 1Y | -12.7% | -58.7% | +46.0% | -4.0% |
| 3Y | -31.0% | -34.1% | +3.1% | -30.1% |
| 5Y | -46.1% | -64.5% | +18.4% | -43.8% |
| 10Y | +10.8% | -0.5% | +11.3% | -4.9% |
| All | +18.1% | +25.1% | -7.0% | -0.8% |
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