-46.7%
CMCSA vs BR
+7.7%
-54.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | -5.6% | -6.0% | +0.4% | -3.5% |
| 30D | -1.9% | -0.9% | -1.0% | -1.6% |
| 3M | +6.4% | +16.4% | -9.9% | +0.6% |
| 6M | -16.9% | -8.2% | -8.7% | -14.7% |
| YTD | -6.8% | -23.2% | +16.4% | +2.3% |
| 1Y | -15.9% | -30.9% | +15.0% | -3.5% |
| 3Y | -33.4% | -5.0% | -28.4% | -34.3% |
| 5Y | -46.7% | +8.8% | -55.5% | -53.8% |
| All | -46.7% | +7.7% | -54.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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