-15.9%
CMCSA vs ZETA
+61.8%
-77.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.3% |
| 7D | -5.6% | -6.5% | +0.9% | -5.1% |
| 30D | -1.9% | +4.8% | -6.7% | -2.3% |
| 3M | +6.4% | +53.3% | -46.9% | +2.9% |
| 6M | -16.9% | +66.8% | -83.7% | -20.0% |
| YTD | -6.8% | +50.2% | -57.0% | -9.8% |
| 1Y | -15.9% | +62.0% | -77.9% | -19.9% |
| All | -15.9% | +61.8% | -77.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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