+2,085.1%
CMCSA vs B
+719.1%
+1,366.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.3% |
| 7D | +5.0% | +9.6% | -4.6% | +4.8% |
| 30D | +16.5% | +3.5% | +13.0% | +16.3% |
| 3M | -1.6% | -1.6% | 0.0% | -1.6% |
| 6M | -5.0% | -1.7% | -3.4% | -5.2% |
| YTD | -8.3% | -5.3% | -2.9% | -8.4% |
| 1Y | +0.4% | +27.2% | -26.8% | -0.7% |
| 3Y | -31.0% | +166.1% | -197.1% | -33.6% |
| 5Y | -42.5% | +136.5% | -179.0% | -44.7% |
| 10Y | +12.6% | +172.2% | -159.6% | +7.3% |
| All | +2,085.1% | +719.1% | +1,366.0% | +2,389.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling