-27.1%
CMCSA vs CCJ
+67.4%
-94.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +1.4% |
| 7D | +3.2% | -0.8% | +4.0% | +3.2% |
| 30D | +19.5% | -13.2% | +32.7% | +19.5% |
| 3M | -2.4% | -27.6% | +25.2% | -2.3% |
| 6M | +3.8% | -38.7% | +42.5% | +4.3% |
| YTD | -5.4% | -22.7% | +17.3% | -5.4% |
| 1Y | +1.1% | -17.6% | +18.7% | +1.0% |
| 3Y | -27.1% | +62.7% | -89.8% | -29.0% |
| All | -27.1% | +67.4% | -94.5% | -29.0% |
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