+113.6%
C vs CMCSA
-40.2%
+153.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +4.2% | +3.2% | +1.0% | +3.1% |
| 30D | +2.0% | +19.5% | -17.5% | -4.0% |
| 3M | -10.1% | -2.4% | -7.7% | -9.7% |
| 6M | +1.0% | +3.8% | -2.9% | -1.2% |
| YTD | +8.5% | -5.4% | +13.8% | +8.0% |
| 1Y | +25.7% | +1.1% | +24.6% | +21.3% |
| 3Y | +216.0% | -27.1% | +243.1% | +246.1% |
| All | +113.6% | -40.2% | +153.8% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling