+95.4%
CAT vs CMCSA
-12.9%
+108.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | +1.7% | -2.1% | +3.8% | +1.5% |
| 30D | -6.6% | +7.0% | -13.6% | -6.1% |
| 3M | -13.3% | +15.1% | -28.4% | -12.3% |
| 6M | +11.6% | -15.4% | +27.0% | +13.8% |
| YTD | +42.9% | -1.9% | +44.8% | +47.8% |
| 1Y | +95.4% | -12.7% | +108.1% | +87.7% |
| All | +95.4% | -12.9% | +108.4% | +87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling