0.0%
CMCSA vs ALL
+31.1%
-31.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.6% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +18.8% | +12.8% | +6.0% | +13.5% |
| 3M | -1.1% | +4.7% | -5.8% | -2.9% |
| 6M | +2.5% | +24.9% | -22.4% | -5.8% |
| YTD | -6.7% | +30.0% | -36.7% | -15.8% |
| 1Y | 0.0% | +29.9% | -30.0% | -10.1% |
| All | 0.0% | +31.1% | -31.2% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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 · 6 months rolling