-35.3%
CMCSA vs CAH
+183.2%
-218.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.6% |
| 7D | -8.3% | -2.2% | -6.0% | -8.1% |
| 30D | -2.4% | +1.2% | -3.6% | -2.5% |
| 3M | +4.5% | +13.1% | -8.6% | +3.4% |
| 6M | -18.8% | +8.5% | -27.2% | -19.6% |
| YTD | -8.9% | +17.6% | -26.6% | -10.3% |
| 1Y | -18.3% | +60.7% | -79.0% | -22.1% |
| All | -35.3% | +183.2% | -218.5% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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