+1,595.7%
CMCSA vs CB
+7,037.7%
-5,442.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -1.6% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +16.5% | +9.1% | +7.4% | +12.9% |
| 3M | -1.6% | +3.4% | -5.0% | -2.8% |
| 6M | -5.0% | +14.1% | -19.1% | -9.7% |
| YTD | -8.3% | +18.0% | -26.3% | -13.8% |
| 1Y | +0.4% | +30.1% | -29.7% | -9.0% |
| 3Y | -31.0% | +71.8% | -102.7% | -43.8% |
| 5Y | -42.5% | +101.8% | -144.4% | -56.3% |
| 10Y | +12.6% | +252.1% | -239.6% | -31.6% |
| All | +1,595.7% | +7,037.7% | -5,442.0% | +393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling