-40.2%
CMCSA vs CAH
+505.3%
-545.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +3.2% | +3.5% | -0.3% | +2.5% |
| 30D | +19.5% | +13.5% | +6.1% | +16.7% |
| 3M | -2.4% | +21.8% | -24.2% | -6.0% |
| 6M | +3.8% | +51.5% | -47.7% | -3.8% |
| YTD | -5.4% | +38.1% | -43.5% | -11.2% |
| 1Y | +1.1% | +37.7% | -36.6% | -5.1% |
| 3Y | -27.1% | +179.6% | -206.7% | -43.3% |
| All | -40.2% | +505.3% | -545.5% | -66.4% |
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 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