-45.0%
CMCSA vs ZETA
+343.0%
-388.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | +0.1% | -2.4% | +2.6% | +0.3% |
| 30D | +3.8% | +15.6% | -11.8% | +2.5% |
| 3M | +12.3% | +41.5% | -29.2% | +8.8% |
| 6M | -15.4% | +63.4% | -78.8% | -19.3% |
| YTD | -2.5% | +51.3% | -53.8% | -6.8% |
| 1Y | -13.4% | +65.8% | -79.2% | -18.2% |
| 3Y | -30.4% | +279.2% | -309.5% | -41.1% |
| 5Y | -45.0% | +341.8% | -386.8% | -55.2% |
| All | -45.0% | +343.0% | -388.0% | -55.2% |
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