+1.6%
CMCSA vs CAPR
+64.2%
-62.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -9.0% | +0.5% |
| 7D | +2.7% | +36.0% | -33.4% | +2.6% |
| 30D | +18.6% | +25.8% | -7.2% | +18.5% |
| 3M | -1.8% | +140.8% | -142.7% | -2.1% |
| 6M | -0.7% | -67.6% | +66.9% | -0.6% |
| YTD | -7.8% | -65.9% | +58.1% | -7.8% |
| All | +1.6% | +64.2% | -62.6% | -0.3% |
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