+1.8%
CMCSA vs BKR
+5.7%
-3.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -5.5% | +10.5% | +4.3% |
| 7D | +15.2% | -8.8% | +24.0% | +14.1% |
| 30D | +17.0% | -13.1% | +30.1% | +15.6% |
| 3M | +1.2% | -18.9% | +20.1% | -0.6% |
| 6M | -5.5% | -27.2% | +21.7% | -8.6% |
| YTD | -6.5% | +10.7% | -17.2% | -5.9% |
| 1Y | +1.8% | +9.7% | -7.9% | +3.2% |
| All | +1.8% | +5.7% | -3.9% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling