0.0%
CMCSA vs CAG
-10.4%
+10.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | -0.6% | -6.2% | +5.6% | +1.8% |
| 30D | +18.8% | +7.4% | +11.3% | +15.8% |
| 3M | -1.1% | -1.6% | +0.5% | -1.0% |
| 6M | +2.5% | +6.3% | -3.8% | 0.0% |
| YTD | -6.7% | -10.1% | +3.4% | -4.2% |
| 1Y | 0.0% | -10.2% | +10.2% | +2.4% |
| All | 0.0% | -10.4% | +10.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling