-11.4%
CMCSA vs BOXX
+18.4%
-29.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -1.9% | +0.3% | -2.2% | -2.1% |
| 3M | +6.4% | +1.0% | +5.5% | +5.5% |
| 6M | -16.9% | +1.9% | -18.9% | -18.2% |
| YTD | -6.8% | +2.6% | -9.4% | -9.1% |
| 1Y | -15.9% | +4.0% | -19.9% | -20.2% |
| 3Y | -33.4% | +14.6% | -48.0% | -34.5% |
| All | -11.4% | +18.4% | -29.9% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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