+2,236.9%
CMCSA vs BP
+1,327.5%
+909.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.1% | +3.9% | -6.0% | -3.4% |
| 30D | +7.0% | +7.6% | -0.6% | +4.3% |
| 3M | +15.1% | +0.7% | +14.4% | +14.1% |
| 6M | -15.4% | +15.5% | -30.8% | -20.4% |
| YTD | -1.9% | +30.8% | -32.7% | -11.9% |
| 1Y | -12.7% | +34.3% | -47.0% | -22.7% |
| 3Y | -31.0% | +35.1% | -66.1% | -40.3% |
| 5Y | -46.1% | +126.8% | -172.9% | -62.6% |
| 10Y | +10.8% | +123.4% | -112.5% | -28.8% |
| All | +2,236.9% | +1,327.5% | +909.4% | +684.5% |
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