-40.2%
CMCSA vs CB
+107.6%
-147.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +3.2% | +2.9% | +0.2% | +1.9% |
| 30D | +19.5% | +7.3% | +12.2% | +16.1% |
| 3M | -2.4% | +9.4% | -11.8% | -6.1% |
| 6M | +3.8% | +19.6% | -15.8% | -4.1% |
| YTD | -5.4% | +21.5% | -26.9% | -13.1% |
| 1Y | +1.1% | +28.0% | -26.9% | -9.2% |
| 3Y | -27.1% | +74.9% | -102.0% | -43.2% |
| All | -40.2% | +107.6% | -147.7% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling