-18.0%
CMCSA vs ZM
+55.9%
-73.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.8% |
| 7D | -2.1% | +2.9% | -5.1% | -2.3% |
| 30D | +7.0% | +0.7% | +6.3% | +6.9% |
| 3M | +15.1% | -3.7% | +18.8% | +15.2% |
| 6M | -15.4% | +29.9% | -45.2% | -17.2% |
| YTD | -1.9% | +17.4% | -19.3% | -3.5% |
| 1Y | -12.7% | +22.4% | -35.1% | -14.5% |
| 3Y | -31.0% | +41.3% | -72.3% | -33.4% |
| 5Y | -46.1% | -66.0% | +19.9% | -48.0% |
| All | -18.0% | +55.9% | -73.9% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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