+130.7%
C vs CMCSA
-45.8%
+176.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.6% | -2.1% | +5.7% | +4.4% |
| 30D | +0.1% | +7.0% | -7.0% | -2.3% |
| 3M | +2.4% | +15.1% | -12.7% | -3.1% |
| 6M | +24.9% | -15.4% | +40.3% | +31.4% |
| YTD | +19.8% | -1.9% | +21.7% | +18.2% |
| 1Y | +44.9% | -12.7% | +57.6% | +49.9% |
| 3Y | +263.0% | -31.0% | +294.0% | +308.7% |
| All | +130.7% | -45.8% | +176.5% | +165.2% |
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