-0.1%
CMCSA vs ZS
+517.5%
-517.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -0.2% |
| 7D | -2.1% | -7.8% | +5.7% | -1.4% |
| 30D | +7.0% | +5.0% | +2.0% | +6.4% |
| 3M | +15.1% | +25.5% | -10.4% | +12.5% |
| 6M | -15.4% | +8.7% | -24.1% | -17.2% |
| YTD | -1.9% | -24.5% | +22.6% | -1.0% |
| 1Y | -12.7% | -36.7% | +24.0% | -10.6% |
| 3Y | -31.0% | +7.2% | -38.2% | -33.8% |
| 5Y | -46.1% | -40.9% | -5.2% | -47.6% |
| All | -0.1% | +517.5% | -517.6% | -25.1% |
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