+2,154.1%
CMCSA vs CAH
+17,199.1%
-15,045.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +3.2% | +3.5% | -0.3% | +2.1% |
| 30D | +19.5% | +13.5% | +6.1% | +15.1% |
| 3M | -2.4% | +21.8% | -24.2% | -8.1% |
| 6M | +3.8% | +51.5% | -47.7% | -8.7% |
| YTD | -5.4% | +38.1% | -43.5% | -14.8% |
| 1Y | +1.1% | +37.7% | -36.6% | -9.0% |
| 3Y | -27.1% | +179.6% | -206.7% | -48.5% |
| 5Y | -40.3% | +504.9% | -545.2% | -67.3% |
| 10Y | +6.0% | +418.6% | -412.6% | -42.7% |
| All | +2,154.1% | +17,199.1% | -15,045.0% | +309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling