+2,121.8%
CMCSA vs BP
+1,393.0%
+728.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | -0.6% | +2.5% | -3.1% | -1.4% |
| 30D | +18.8% | -5.6% | +24.4% | +20.7% |
| 3M | -1.1% | +8.0% | -9.2% | -4.2% |
| 6M | +2.5% | +5.7% | -3.1% | -0.6% |
| YTD | -6.7% | +36.8% | -43.6% | -17.9% |
| 1Y | 0.0% | +30.7% | -30.8% | -10.8% |
| 3Y | -28.9% | +51.6% | -80.5% | -41.0% |
| 5Y | -41.1% | +112.2% | -153.4% | -58.2% |
| 10Y | +4.5% | +138.6% | -134.1% | -34.6% |
| All | +2,121.8% | +1,393.0% | +728.8% | +631.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling