-20.5%
CMCSA vs ZCMD
-100.0%
+79.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.6% |
| 7D | -2.1% | -8.0% | +5.9% | -2.1% |
| 30D | +7.0% | -27.9% | +34.9% | +7.1% |
| 3M | +15.1% | -74.6% | +89.7% | +15.8% |
| 6M | -15.4% | -99.5% | +84.1% | -13.0% |
| YTD | -1.9% | -99.7% | +97.8% | +1.3% |
| 1Y | -12.7% | -99.9% | +87.2% | -9.4% |
| 3Y | -31.0% | -100.0% | +69.0% | -26.1% |
| 5Y | -46.1% | -100.0% | +53.9% | -42.1% |
| All | -20.5% | -100.0% | +79.5% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling