-35.5%
CMCSA vs CART
+38.4%
-73.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +5.0% | +3.0% | +2.1% | +4.8% |
| 30D | +16.5% | +28.6% | -12.1% | +13.7% |
| 3M | -1.6% | +29.1% | -30.7% | -4.0% |
| 6M | -5.0% | +44.7% | -49.8% | -8.2% |
| YTD | -8.3% | +29.2% | -37.5% | -10.6% |
| 1Y | +0.4% | +66.2% | -65.8% | -4.6% |
| 3Y | -31.0% | +112.8% | -143.8% | -37.0% |
| All | -35.5% | +38.4% | -73.9% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling