-44.8%
CMCSA vs ACWI
+67.7%
-112.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | +0.5% | -2.6% | -2.4% |
| 30D | +7.0% | +0.9% | +6.2% | +6.4% |
| 3M | +15.1% | +2.4% | +12.7% | +13.0% |
| 6M | -15.4% | +12.4% | -27.7% | -22.5% |
| YTD | -1.9% | +15.2% | -17.1% | -12.0% |
| 1Y | -12.7% | +22.7% | -35.4% | -25.5% |
| 3Y | -31.0% | +75.8% | -106.8% | -56.3% |
| All | -44.8% | +67.7% | -112.5% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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