+158.3%
CAT vs CMCSA
-27.5%
+185.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +7.4% | +3.2% | +4.3% | +6.9% |
| 30D | -19.7% | +19.5% | -39.2% | -22.4% |
| 3M | -29.6% | -2.4% | -27.2% | -29.0% |
| 6M | -33.2% | +3.8% | -37.0% | -33.8% |
| YTD | +5.7% | -5.4% | +11.0% | +6.3% |
| 1Y | +9.3% | +1.1% | +8.2% | +6.8% |
| 3Y | +158.3% | -27.1% | +185.5% | +183.1% |
| All | +158.3% | -27.5% | +185.8% | +183.1% |
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