+1.8%
CMCSA vs CAPR
+47.4%
-45.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +8.3% | -3.3% | +5.0% |
| 7D | +15.2% | +43.2% | -28.0% | +15.1% |
| 30D | +17.0% | +14.7% | +2.3% | +16.9% |
| 3M | +1.2% | +113.9% | -112.7% | +1.0% |
| 6M | -5.5% | -73.4% | +67.9% | -5.4% |
| YTD | -6.5% | -69.1% | +62.6% | -6.5% |
| 1Y | +1.8% | +47.2% | -45.4% | 0.0% |
| All | +1.8% | +47.4% | -45.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling