+13.2%
CMCSA vs Z
+6.6%
+6.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +0.7% | -13.1% | +13.8% | +2.4% |
| 30D | +21.0% | +5.9% | +15.1% | +19.9% |
| 3M | -0.9% | -13.7% | +12.7% | +0.5% |
| 6M | +2.9% | -27.1% | +30.0% | +6.3% |
| YTD | -5.9% | -56.8% | +50.9% | +2.9% |
| 1Y | +2.5% | -60.2% | +62.7% | +13.0% |
| 3Y | -28.3% | -19.7% | -8.6% | -29.3% |
| 5Y | -40.8% | -53.7% | +12.9% | -39.7% |
| 10Y | +5.4% | -16.9% | +22.3% | -7.8% |
| All | +13.2% | +6.6% | +6.7% | -3.2% |
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