-27.1%
CMCSA vs ZETA
+348.6%
-375.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +1.6% |
| 7D | +3.2% | +18.1% | -15.0% | +1.8% |
| 30D | +19.5% | +13.6% | +6.0% | +18.2% |
| 3M | -2.4% | +23.7% | -26.1% | -4.2% |
| 6M | +3.8% | +128.5% | -124.6% | -3.2% |
| YTD | -5.4% | +80.1% | -85.5% | -10.7% |
| 1Y | +1.1% | +98.0% | -96.9% | -5.5% |
| 3Y | -27.1% | +348.6% | -375.7% | -38.9% |
| All | -27.1% | +348.6% | -375.7% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling