+1.8%
CMCSA vs ZCMD
-99.9%
+101.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +5.0% |
| 7D | +15.2% | -13.3% | +28.5% | +15.1% |
| 30D | +17.0% | -49.6% | +66.6% | +16.7% |
| 3M | +1.2% | -54.6% | +55.8% | +1.0% |
| 6M | -5.5% | -99.8% | +94.3% | -1.5% |
| YTD | -6.5% | -99.9% | +93.3% | -1.8% |
| 1Y | +1.8% | -99.9% | +101.7% | +10.0% |
| All | +1.8% | -99.9% | +101.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling