+17,723.7%
CAT vs CMCSA
+2,166.6%
+15,557.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.5% |
| 7D | -10.3% | +5.0% | -15.3% | -11.7% |
| 30D | -31.2% | +16.5% | -47.7% | -34.5% |
| 3M | -34.7% | -1.6% | -33.1% | -34.9% |
| 6M | -39.5% | -5.0% | -34.4% | -39.5% |
| YTD | -1.7% | -8.3% | +6.6% | -1.4% |
| 1Y | -1.1% | +0.4% | -1.5% | -3.7% |
| 3Y | +143.9% | -31.0% | +174.8% | +162.7% |
| 5Y | +194.8% | -42.5% | +237.3% | +230.0% |
| 10Y | +739.8% | +12.6% | +727.2% | +675.4% |
| All | +17,723.7% | +2,166.6% | +15,557.1% | +7,464.5% |
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