-29.0%
CMCSA vs CART
+137.8%
-166.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +4.6% | +0.3% | +4.3% | +4.5% |
| 30D | +19.8% | +22.4% | -2.6% | +17.5% |
| 3M | -0.3% | +15.6% | -15.9% | -1.7% |
| 6M | +0.3% | +44.9% | -44.6% | -2.9% |
| YTD | -6.9% | +30.0% | -36.9% | -9.2% |
| 1Y | +2.6% | +56.6% | -54.0% | -1.7% |
| 3Y | -29.0% | +131.9% | -161.0% | -35.0% |
| All | -29.0% | +137.8% | -166.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling