+213.9%
CAT vs CMCSA
-40.2%
+254.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.2% |
| 7D | +7.4% | +3.2% | +4.3% | +6.7% |
| 30D | -19.7% | +19.5% | -39.2% | -23.5% |
| 3M | -29.6% | -2.4% | -27.2% | -29.3% |
| 6M | -33.2% | +3.8% | -37.0% | -34.5% |
| YTD | +5.7% | -5.4% | +11.0% | +5.7% |
| 1Y | +9.3% | +1.1% | +8.2% | +6.4% |
| 3Y | +158.3% | -27.1% | +185.5% | +181.1% |
| All | +213.9% | -40.2% | +254.2% | +241.0% |
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