-12.7%
CMCSA vs ZS
-37.1%
+24.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.6% |
| 7D | -2.1% | -7.8% | +5.7% | -2.1% |
| 30D | +7.0% | +5.0% | +2.0% | +7.1% |
| 3M | +15.1% | +25.5% | -10.4% | +15.3% |
| 6M | -15.4% | +8.7% | -24.1% | -14.8% |
| YTD | -1.9% | -24.5% | +22.6% | -2.9% |
| 1Y | -12.7% | -36.7% | +24.0% | -13.4% |
| All | -12.7% | -37.1% | +24.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling