-45.8%
CMCSA vs BROS
+38.3%
-84.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -6.5% |
| 7D | -8.3% | -6.6% | -1.7% | -7.9% |
| 30D | -2.4% | -12.3% | +9.9% | -1.7% |
| 3M | +4.5% | -22.2% | +26.7% | +5.8% |
| 6M | -18.8% | -14.3% | -4.5% | -18.5% |
| YTD | -8.9% | -26.6% | +17.6% | -7.9% |
| 1Y | -18.3% | -31.5% | +13.2% | -17.1% |
| 3Y | -35.0% | +62.3% | -97.2% | -39.0% |
| All | -45.8% | +38.3% | -84.2% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling