+61.7%
CMCSA vs BURL
+987.9%
-926.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.9% |
| 7D | +12.0% | +3.5% | +8.6% | +11.3% |
| 30D | +17.5% | -9.3% | +26.8% | +19.5% |
| 3M | +2.4% | -32.1% | +34.5% | +9.3% |
| 6M | -2.9% | -19.8% | +16.9% | +0.3% |
| YTD | -6.2% | -13.2% | +7.0% | -4.9% |
| 1Y | +0.4% | -7.8% | +8.2% | +0.3% |
| 3Y | -30.6% | +89.3% | -119.9% | -41.4% |
| 5Y | -41.2% | -15.8% | -25.4% | -43.9% |
| 10Y | +15.2% | +262.2% | -247.0% | -16.6% |
| All | +61.7% | +987.9% | -926.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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