-28.0%
CMCSA vs BUD
+48.5%
-76.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.2% |
| 7D | +2.7% | +1.3% | +1.3% | +2.4% |
| 30D | +18.6% | +10.0% | +8.6% | +16.5% |
| 3M | -1.8% | +1.6% | -3.4% | -2.3% |
| 6M | -0.7% | +6.5% | -7.2% | -1.9% |
| YTD | -7.8% | +34.8% | -42.7% | -12.0% |
| 1Y | +0.7% | +36.5% | -35.7% | -4.0% |
| 3Y | -28.0% | +49.0% | -76.9% | -33.1% |
| All | -28.0% | +48.5% | -76.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling