+2,236.9%
CMCSA vs CAH
+15,076.3%
-12,839.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -2.1% | +5.4% | -7.5% | -3.7% |
| 30D | +7.0% | +3.3% | +3.7% | +5.9% |
| 3M | +15.1% | +22.8% | -7.7% | +8.0% |
| 6M | -15.4% | +11.3% | -26.6% | -18.3% |
| YTD | -1.9% | +21.1% | -23.0% | -8.1% |
| 1Y | -12.7% | +67.2% | -79.9% | -26.6% |
| 3Y | -31.0% | +195.6% | -226.6% | -52.2% |
| 5Y | -46.1% | +413.8% | -459.9% | -69.0% |
| 10Y | +10.8% | +309.6% | -298.7% | -35.8% |
| All | +2,236.9% | +15,076.3% | -12,839.5% | +342.3% |
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