-40.8%
CMCSA vs BEN
+32.3%
-73.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.7% | +7.2% | -6.5% | -1.5% |
| 30D | +21.0% | +14.1% | +6.9% | +16.1% |
| 3M | -0.9% | +9.9% | -10.9% | -3.9% |
| 6M | +2.9% | +17.4% | -14.5% | -2.5% |
| YTD | -5.9% | +57.3% | -63.2% | -19.4% |
| 1Y | +2.5% | +66.9% | -64.5% | -14.1% |
| 3Y | -28.3% | +85.7% | -113.9% | -43.9% |
| 5Y | -40.8% | +31.2% | -72.0% | -50.2% |
| All | -40.8% | +32.3% | -73.1% | -50.2% |
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