-48.2%
CMCSA vs BEN
+40.0%
-88.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.2% |
| 7D | -8.3% | +3.4% | -11.6% | -9.2% |
| 30D | -2.4% | +1.8% | -4.2% | -3.0% |
| 3M | +4.5% | +8.4% | -3.9% | +1.8% |
| 6M | -18.8% | +35.6% | -54.4% | -26.6% |
| YTD | -8.9% | +46.4% | -55.3% | -20.0% |
| 1Y | -18.3% | +46.3% | -64.6% | -28.4% |
| 3Y | -35.0% | +54.6% | -89.6% | -45.5% |
| 5Y | -48.2% | +39.4% | -87.5% | -57.5% |
| All | -48.2% | +40.0% | -88.1% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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