-33.8%
CMCSA vs ZBRA
+33.4%
-67.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -5.6% | -3.8% | -1.8% | -5.0% |
| 30D | -1.9% | -10.2% | +8.3% | -0.4% |
| 3M | +6.4% | +58.7% | -52.2% | -0.7% |
| 6M | -16.9% | +61.9% | -78.8% | -23.1% |
| YTD | -6.8% | +41.7% | -48.5% | -12.3% |
| 1Y | -15.9% | +12.4% | -28.2% | -18.1% |
| All | -33.8% | +33.4% | -67.2% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling