-31.0%
CMCSA vs CART
+21.6%
-52.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.1% | +1.0% | -3.2% | -2.2% |
| 30D | +7.0% | +12.6% | -5.6% | +5.9% |
| 3M | +15.1% | +23.1% | -8.0% | +13.1% |
| 6M | -15.4% | +39.5% | -54.9% | -17.8% |
| YTD | -1.9% | +13.5% | -15.4% | -3.1% |
| 1Y | -12.7% | +14.9% | -27.6% | -14.1% |
| All | -31.0% | +21.6% | -52.6% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling