-5.0%
CMCSA vs ZS
+498.3%
-503.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -4.9% | -3.1% | -1.8% | -4.6% |
| 30D | -1.1% | -7.2% | +6.1% | -0.6% |
| 3M | +6.6% | +30.5% | -23.9% | +3.8% |
| 6M | -15.5% | +7.0% | -22.4% | -17.2% |
| YTD | -6.7% | -26.8% | +20.2% | -5.6% |
| 1Y | -15.6% | -42.6% | +27.0% | -12.7% |
| 3Y | -33.7% | -0.3% | -33.4% | -36.0% |
| 5Y | -46.6% | -39.2% | -7.4% | -48.3% |
| All | -5.0% | +498.3% | -503.3% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling