-35.3%
CMCSA vs ZCMD
-100.0%
+64.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +4.0% | -10.6% | -6.6% |
| 7D | -8.3% | -4.1% | -4.1% | -8.3% |
| 30D | -2.4% | -22.7% | +20.3% | -2.5% |
| 3M | +4.5% | -62.5% | +67.0% | +5.4% |
| 6M | -18.8% | -99.5% | +80.7% | -17.9% |
| YTD | -8.9% | -99.7% | +90.8% | -8.1% |
| 1Y | -18.3% | -99.9% | +81.6% | -17.8% |
| All | -35.3% | -100.0% | +64.7% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling