-13.2%
CMCSA vs CAI
-8.1%
-5.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | +3.8% | +9.1% | -5.3% | +3.7% |
| 3M | +12.3% | +53.8% | -41.5% | +11.6% |
| 6M | -15.4% | +33.5% | -48.9% | -15.9% |
| YTD | -2.5% | -8.0% | +5.5% | -3.1% |
| 1Y | -13.4% | -28.7% | +15.3% | -12.9% |
| All | -13.2% | -8.1% | -5.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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