-15.9%
CMCSA vs BROS
-33.2%
+17.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.7% | +2.4% |
| 7D | -5.6% | -6.1% | +0.5% | -5.4% |
| 30D | -1.9% | -12.4% | +10.5% | -1.6% |
| 3M | +6.4% | -27.9% | +34.4% | +7.0% |
| 6M | -16.9% | -16.8% | -0.1% | -17.1% |
| YTD | -6.8% | -29.0% | +22.3% | -5.3% |
| 1Y | -15.9% | -33.2% | +17.3% | -16.4% |
| All | -15.9% | -33.2% | +17.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling