-70.5%
CBRS vs CMCSA
+2.2%
-72.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.0% | -11.1% | -3.9% |
| 7D | -18.4% | +15.2% | -33.6% | -13.6% |
| 30D | -49.4% | +17.0% | -66.4% | -46.1% |
| 3M | -59.6% | +1.2% | -60.8% | -59.0% |
| All | -70.5% | +2.2% | -72.7% | -71.0% |
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 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 · Available span rolling