-47.9%
CMCSA vs ZCMD
-100.0%
+52.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.3% |
| 6M | -18.8% | -99.5% | +80.7% | -17.8% |
| YTD | -8.9% | -99.7% | +90.8% | -7.9% |
| 1Y | -18.3% | -99.9% | +81.6% | -17.5% |
| 3Y | -35.0% | -100.0% | +65.0% | -33.9% |
| All | -47.9% | -100.0% | +52.1% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling