-46.7%
CMCSA vs CAH
+392.8%
-439.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.0% | +2.7% |
| 7D | -5.6% | -5.1% | -0.5% | -4.6% |
| 30D | -1.9% | -1.8% | -0.1% | -1.6% |
| 3M | +6.4% | +9.4% | -2.9% | +4.5% |
| 6M | -16.9% | +9.2% | -26.2% | -18.5% |
| YTD | -6.8% | +15.7% | -22.5% | -9.8% |
| 1Y | -15.9% | +59.7% | -75.6% | -24.7% |
| 3Y | -33.4% | +178.5% | -211.9% | -50.4% |
| 5Y | -46.7% | +398.3% | -445.0% | -68.9% |
| All | -46.7% | +392.8% | -439.5% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling