+192.2%
CMCSA vs CAPR
-99.1%
+291.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.9% | -2.3% |
| 7D | +5.0% | +41.1% | -36.0% | +4.7% |
| 30D | +16.5% | +11.1% | +5.4% | +16.3% |
| 3M | -1.6% | +115.3% | -116.9% | -2.4% |
| 6M | -5.0% | -73.8% | +68.8% | -4.7% |
| YTD | -8.3% | -68.8% | +60.5% | -8.1% |
| 1Y | +0.4% | +43.3% | -42.9% | -2.7% |
| 3Y | -31.0% | +214.7% | -245.7% | -34.4% |
| 5Y | -42.5% | +141.3% | -183.8% | -45.5% |
| 10Y | +12.6% | -67.0% | +79.6% | +4.5% |
| All | +192.2% | -99.1% | +291.3% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling