-33.7%
CMCSA vs BG
+18.0%
-51.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.3% |
| 7D | -4.9% | +3.1% | -8.0% | -5.2% |
| 30D | -1.1% | +10.2% | -11.3% | -2.3% |
| 3M | +6.6% | -1.7% | +8.2% | +6.7% |
| 6M | -15.5% | +1.0% | -16.5% | -15.8% |
| YTD | -6.7% | +39.9% | -46.6% | -11.8% |
| 1Y | -15.6% | +53.2% | -68.8% | -21.5% |
| 3Y | -33.7% | +16.3% | -50.0% | -34.6% |
| All | -33.7% | +18.0% | -51.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling