-47.2%
CMCSA vs BP
+138.6%
-185.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.9% | +5.2% | -10.1% | -5.5% |
| 30D | -1.1% | +8.7% | -9.8% | -2.2% |
| 3M | +6.6% | +9.3% | -2.8% | +5.0% |
| 6M | -15.5% | +13.6% | -29.0% | -17.5% |
| YTD | -6.7% | +37.7% | -44.3% | -11.9% |
| 1Y | -15.6% | +40.6% | -56.2% | -20.8% |
| 3Y | -33.7% | +40.3% | -74.0% | -38.4% |
| All | -47.2% | +138.6% | -185.8% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling