-29.6%
CMCSA vs CB
+74.3%
-104.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | +7.0% | -3.1% | +10.1% | +8.4% |
| 3M | +15.1% | +9.0% | +6.1% | +10.7% |
| 6M | -15.4% | +2.9% | -18.2% | -16.5% |
| YTD | -1.9% | +10.1% | -12.0% | -5.9% |
| 1Y | -12.7% | +22.8% | -35.5% | -19.7% |
| All | -29.6% | +74.3% | -104.0% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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