-28.0%
CMCSA vs BP
+48.5%
-76.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.7% | -6.9% | +9.6% | +3.2% |
| 30D | +18.6% | -3.6% | +22.2% | +18.8% |
| 3M | -1.8% | +8.4% | -10.3% | -2.8% |
| 6M | -0.7% | +5.3% | -6.0% | -1.6% |
| YTD | -7.8% | +33.2% | -41.0% | -12.1% |
| 1Y | +0.7% | +28.2% | -27.4% | -3.4% |
| 3Y | -28.0% | +49.2% | -77.2% | -33.0% |
| All | -28.0% | +48.5% | -76.5% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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