-41.1%
CMCSA vs ZETA
+276.5%
-317.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.8% |
| 7D | -0.6% | +26.5% | -27.1% | -2.6% |
| 30D | +18.8% | +10.3% | +8.5% | +17.6% |
| 3M | -1.1% | +30.5% | -31.7% | -3.6% |
| 6M | +2.5% | +129.4% | -126.8% | -5.0% |
| YTD | -6.7% | +83.1% | -89.9% | -12.6% |
| 1Y | 0.0% | +82.1% | -82.1% | -6.4% |
| 3Y | -28.9% | +352.3% | -381.2% | -41.5% |
| 5Y | -41.1% | +293.1% | -334.3% | -54.0% |
| All | -41.1% | +276.5% | -317.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling