+1,163.5%
C vs CMCSA
+2,324.1%
-1,160.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +3.6% | -2.1% | +5.7% | +4.6% |
| 30D | +0.1% | +7.0% | -7.0% | -3.1% |
| 3M | +2.4% | +15.1% | -12.7% | -4.8% |
| 6M | +24.9% | -15.4% | +40.3% | +31.9% |
| YTD | +19.8% | -1.9% | +21.7% | +17.8% |
| 1Y | +44.9% | -12.7% | +57.6% | +49.5% |
| 3Y | +263.0% | -31.0% | +294.0% | +309.5% |
| 5Y | +129.5% | -46.1% | +175.6% | +184.3% |
| 10Y | +291.6% | +10.8% | +280.8% | +250.6% |
| All | +1,163.5% | +2,324.1% | -1,160.5% | +313.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling