-47.2%
CMCSA vs BNY
+256.6%
-303.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.9% | -1.3% | -3.5% | -4.4% |
| 30D | -1.1% | -0.2% | -0.9% | -1.0% |
| 3M | +6.6% | +14.9% | -8.4% | +0.9% |
| 6M | -15.5% | +40.0% | -55.5% | -25.7% |
| YTD | -6.7% | +42.0% | -48.7% | -18.8% |
| 1Y | -15.6% | +56.9% | -72.4% | -29.6% |
| 3Y | -33.7% | +289.9% | -323.6% | -62.0% |
| All | -47.2% | +256.6% | -303.8% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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