+2,236.9%
CMCSA vs BEN
+4,913.3%
-2,676.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.9% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | +7.0% | -0.5% | +7.6% | +7.1% |
| 3M | +15.1% | +9.7% | +5.4% | +10.7% |
| 6M | -15.4% | +33.9% | -49.3% | -25.0% |
| YTD | -1.9% | +49.0% | -50.9% | -16.8% |
| 1Y | -12.7% | +42.1% | -54.8% | -24.9% |
| 3Y | -31.0% | +51.9% | -82.9% | -43.9% |
| 5Y | -46.1% | +39.0% | -85.1% | -55.9% |
| 10Y | +10.8% | +57.9% | -47.0% | -20.2% |
| All | +2,236.9% | +4,913.3% | -2,676.5% | +351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling