-3.7%
CMCSA vs ZS
+599.9%
-603.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.5% |
| 7D | +3.2% | -2.6% | +5.8% | +3.4% |
| 30D | +19.5% | -12.8% | +32.4% | +20.6% |
| 3M | -2.4% | +2.3% | -4.7% | -3.2% |
| 6M | +3.8% | +26.3% | -22.4% | +0.1% |
| YTD | -5.4% | -14.4% | +9.1% | -6.0% |
| 1Y | +1.1% | -37.6% | +38.8% | +3.5% |
| 3Y | -27.1% | +8.0% | -35.2% | -30.4% |
| 5Y | -40.3% | -44.9% | +4.6% | -41.9% |
| All | -3.7% | +599.9% | -603.6% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling