-48.2%
CMCSA vs CCI
-51.2%
+3.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.3% |
| 7D | -8.3% | -0.3% | -8.0% | -8.2% |
| 30D | -2.4% | +2.1% | -4.6% | -3.0% |
| 3M | +4.5% | -17.8% | +22.3% | +10.0% |
| 6M | -18.8% | -14.2% | -4.6% | -15.6% |
| YTD | -8.9% | -13.3% | +4.4% | -6.0% |
| 1Y | -18.3% | -16.6% | -1.7% | -14.9% |
| 3Y | -35.0% | -10.8% | -24.2% | -35.1% |
| 5Y | -48.2% | -50.3% | +2.2% | -41.8% |
| All | -48.2% | -51.2% | +3.1% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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