-44.8%
CMCSA vs ALL
+118.4%
-163.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +7.0% | -1.5% | +8.5% | +7.4% |
| 3M | +15.1% | +23.6% | -8.5% | +8.0% |
| 6M | -15.4% | +22.3% | -37.7% | -20.3% |
| YTD | -1.9% | +26.5% | -28.4% | -8.7% |
| 1Y | -12.7% | +27.0% | -39.7% | -19.0% |
| 3Y | -31.0% | +149.6% | -180.6% | -47.9% |
| All | -44.8% | +118.4% | -163.3% | -56.6% |
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