-48.2%
CMCSA vs ZS
-40.8%
-7.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.6% | -9.2% | -6.8% |
| 7D | -8.3% | -3.8% | -4.4% | -8.0% |
| 30D | -2.4% | -6.0% | +3.6% | -2.1% |
| 3M | +4.5% | +32.0% | -27.5% | +1.7% |
| 6M | -18.8% | +2.1% | -20.9% | -20.1% |
| YTD | -8.9% | -26.2% | +17.2% | -7.6% |
| 1Y | -18.3% | -41.2% | +22.9% | -15.3% |
| 3Y | -35.0% | +3.3% | -38.3% | -37.8% |
| 5Y | -48.2% | -40.7% | -7.4% | -51.2% |
| All | -48.2% | -40.8% | -7.4% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling