-48.2%
CMCSA vs BB
-25.5%
-22.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.5% |
| 7D | -8.3% | +1.8% | -10.1% | -8.4% |
| 30D | -2.4% | -12.2% | +9.8% | -1.4% |
| 3M | +4.5% | -12.3% | +16.8% | +5.0% |
| 6M | -18.8% | +122.7% | -141.5% | -26.8% |
| YTD | -8.9% | +104.5% | -113.4% | -17.3% |
| 1Y | -18.3% | +106.7% | -125.0% | -26.2% |
| 3Y | -35.0% | +70.0% | -104.9% | -41.6% |
| 5Y | -48.2% | -27.8% | -20.4% | -48.8% |
| All | -48.2% | -25.5% | -22.7% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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