-2.1%
BKNG vs CMCSA
-20.3%
+18.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.6% | +2.8% | -2.1% |
| 7D | -13.1% | -8.3% | -4.8% | -11.2% |
| 30D | -18.5% | -2.4% | -16.1% | -17.7% |
| 3M | +5.8% | +4.5% | +1.2% | +5.1% |
| 6M | -2.1% | -18.8% | +16.6% | -4.1% |
| All | -2.1% | -20.3% | +18.2% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling