-31.0%
CMCSA vs B
+165.5%
-196.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.2% |
| 7D | +5.0% | +9.6% | -4.6% | +5.1% |
| 30D | +16.5% | +3.5% | +13.0% | +16.4% |
| 3M | -1.6% | -1.6% | 0.0% | -1.7% |
| 6M | -5.0% | -1.7% | -3.4% | -5.0% |
| YTD | -8.3% | -5.3% | -2.9% | -8.3% |
| 1Y | +0.4% | +27.2% | -26.8% | -0.5% |
| 3Y | -31.0% | +166.1% | -197.1% | -35.3% |
| All | -31.0% | +165.5% | -196.4% | -35.3% |
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