+1,874.3%
BE vs CMCSA
-27.9%
+1,902.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.1% | +11.9% | +13.2% |
| 7D | +4.5% | +0.7% | +3.8% | +4.7% |
| 30D | -20.1% | +21.0% | -41.1% | -17.2% |
| 3M | -0.8% | -0.9% | +0.1% | +0.7% |
| 6M | -26.2% | +2.9% | -29.1% | -24.0% |
| YTD | +141.1% | -5.9% | +147.0% | +147.8% |
| 1Y | +64.8% | +2.5% | +62.4% | +66.2% |
| All | +1,874.3% | -27.9% | +1,902.1% | +1,968.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 3y: compounded portfolio wealth divided by compounded CMCSA 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…
3y analysis · Full analysis span regression · 6 months rolling