-30.4%
CMCSA vs CCJ
+174.2%
-204.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | +0.1% | +5.9% | -5.8% | 0.0% |
| 30D | +3.8% | +4.7% | -0.9% | +3.7% |
| 3M | +12.3% | -3.3% | +15.6% | +12.4% |
| 6M | -15.4% | -7.0% | -8.4% | -15.2% |
| YTD | -2.5% | +11.5% | -13.9% | -2.8% |
| 1Y | -13.4% | +32.3% | -45.6% | -14.4% |
| 3Y | -30.4% | +176.8% | -207.2% | -35.4% |
| All | -30.4% | +174.2% | -204.6% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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