-48.2%
CMCSA vs CAG
-41.8%
-6.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.5% |
| YTD | -8.9% | -7.7% | -1.2% | -7.6% |
| 1Y | -18.3% | -16.0% | -2.3% | -15.3% |
| 3Y | -35.0% | -37.7% | +2.7% | -27.9% |
| 5Y | -48.2% | -41.2% | -6.9% | -43.3% |
| All | -48.2% | -41.8% | -6.4% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling