+300.4%
CMCSA vs BB
+314.8%
-14.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.7% |
| 7D | +3.2% | +1.8% | +1.3% | +2.9% |
| 30D | +19.5% | +8.1% | +11.4% | +18.1% |
| 3M | -2.4% | -1.0% | -1.4% | -3.1% |
| 6M | +3.8% | +45.9% | -42.1% | -2.2% |
| YTD | -5.4% | +134.8% | -140.2% | -15.8% |
| 1Y | +1.1% | +104.6% | -103.5% | -8.7% |
| 3Y | -27.1% | +152.8% | -180.0% | -38.0% |
| 5Y | -40.3% | -17.4% | -22.8% | -44.1% |
| 10Y | +6.0% | +22.4% | -16.4% | -16.6% |
| All | +300.4% | +314.8% | -14.3% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling