-42.1%
CMCSA vs ALL
+143.1%
-185.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.2% | -0.9% |
| 7D | +5.0% | -1.9% | +7.0% | +5.7% |
| 30D | +16.5% | +13.8% | +2.7% | +12.2% |
| 3M | -1.6% | -7.0% | +5.4% | +0.4% |
| 6M | -5.0% | +18.0% | -23.1% | -9.7% |
| YTD | -8.3% | +24.2% | -32.5% | -14.2% |
| 1Y | +0.4% | +31.2% | -30.8% | -7.5% |
| 3Y | -31.0% | +107.5% | -138.5% | -44.7% |
| All | -42.1% | +143.1% | -185.2% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling