+6.1%
CMCSA vs ZBRA
+435.2%
-429.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | -4.9% | -3.4% | -1.5% | -4.1% |
| 30D | -1.1% | -7.4% | +6.3% | +0.6% |
| 3M | +6.6% | +57.5% | -50.9% | -4.9% |
| 6M | -15.5% | +64.0% | -79.4% | -25.8% |
| YTD | -6.7% | +44.3% | -51.0% | -16.1% |
| 1Y | -15.6% | +10.9% | -26.5% | -19.5% |
| 3Y | -33.7% | +37.5% | -71.2% | -42.3% |
| 5Y | -46.6% | -39.7% | -7.0% | -44.3% |
| All | +6.1% | +435.2% | -429.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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