-44.8%
CMCSA vs B
+153.8%
-198.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -2.1% | -1.6% | -0.5% | -2.0% |
| 30D | +7.0% | +9.4% | -2.4% | +6.6% |
| 3M | +15.1% | +5.0% | +10.1% | +14.8% |
| 6M | -15.4% | -3.5% | -11.8% | -15.2% |
| YTD | -1.9% | +4.5% | -6.4% | -2.6% |
| 1Y | -12.7% | +67.8% | -80.5% | -17.1% |
| 3Y | -31.0% | +196.7% | -227.7% | -39.2% |
| All | -44.8% | +153.8% | -198.6% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling