-33.7%
CMCSA vs BX
+25.1%
-58.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.4% |
| 7D | -4.9% | -5.6% | +0.7% | -3.7% |
| 30D | -1.1% | -12.2% | +11.2% | +1.7% |
| 3M | +6.6% | +7.4% | -0.8% | +4.8% |
| 6M | -15.5% | +22.2% | -37.6% | -19.8% |
| YTD | -6.7% | -14.0% | +7.3% | -4.0% |
| 1Y | -15.6% | -27.3% | +11.7% | -9.4% |
| 3Y | -33.7% | +24.5% | -58.2% | -39.7% |
| All | -33.7% | +25.1% | -58.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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