-35.3%
CMCSA vs CAG
-37.6%
+2.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.3% |
| 7D | -8.3% | -6.6% | -1.7% | -6.5% |
| 30D | -2.4% | +2.3% | -4.7% | -3.0% |
| 3M | +4.5% | +16.3% | -11.8% | +0.3% |
| 6M | -18.8% | -16.0% | -2.7% | -15.6% |
| YTD | -8.9% | -7.7% | -1.2% | -7.7% |
| 1Y | -18.3% | -16.0% | -2.3% | -15.4% |
| All | -35.3% | -37.6% | +2.3% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling