+208.1%
C vs CMCSA
-32.1%
+240.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.0% |
| 7D | -2.4% | +5.0% | -7.4% | -3.5% |
| 30D | -6.0% | +16.5% | -22.5% | -9.5% |
| 3M | -10.5% | -1.6% | -9.0% | -10.4% |
| 6M | -5.7% | -5.0% | -0.7% | -4.7% |
| YTD | +4.1% | -8.3% | +12.4% | +4.5% |
| 1Y | +20.5% | +0.4% | +20.1% | +16.2% |
| 3Y | +208.1% | -31.0% | +239.1% | +241.6% |
| All | +208.1% | -32.1% | +240.2% | +241.6% |
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