-43.7%
CMCSA vs BROS
+10.5%
-54.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +1.0% |
| 7D | +3.2% | +6.3% | -3.2% | +2.7% |
| 30D | +19.5% | -8.3% | +27.9% | +19.9% |
| 3M | -2.4% | -29.8% | +27.4% | -0.6% |
| 6M | +3.8% | -25.8% | +29.7% | +5.1% |
| YTD | -5.4% | -41.4% | +36.0% | -3.2% |
| 1Y | +1.1% | -35.2% | +36.3% | +2.7% |
| 3Y | -27.1% | +32.8% | -59.9% | -31.0% |
| 5Y | -40.3% | -42.2% | +1.9% | -42.3% |
| All | -43.7% | +10.5% | -54.2% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling