-29.6%
CMCSA vs B
+202.9%
-232.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | -2.1% | -1.6% | -0.5% | -2.1% |
| 30D | +7.0% | +9.4% | -2.4% | +7.1% |
| 3M | +15.1% | +5.0% | +10.1% | +15.3% |
| 6M | -15.4% | -3.5% | -11.8% | -15.0% |
| YTD | -1.9% | +4.5% | -6.4% | -1.9% |
| 1Y | -12.7% | +67.8% | -80.5% | -14.6% |
| All | -29.6% | +202.9% | -232.5% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 3y: compounded portfolio wealth divided by compounded B 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…
3y analysis · Full analysis span regression · 6 months rolling