-41.0%
CMCSA vs ZETA
+247.9%
-288.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.3% |
| 7D | -2.1% | +2.7% | -4.8% | -2.4% |
| 30D | +7.0% | +15.8% | -8.8% | +5.7% |
| 3M | +15.1% | +35.4% | -20.3% | +12.0% |
| 6M | -15.4% | +67.1% | -82.5% | -19.3% |
| YTD | -1.9% | +54.1% | -56.0% | -6.2% |
| 1Y | -12.7% | +67.8% | -80.5% | -17.5% |
| 3Y | -31.0% | +311.4% | -342.4% | -41.5% |
| 5Y | -46.1% | +324.8% | -370.9% | -55.3% |
| All | -41.0% | +247.9% | -288.9% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling