-48.2%
CMCSA vs CCJ
+347.8%
-396.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.5% |
| 7D | -8.3% | +4.2% | -12.5% | -8.5% |
| 30D | -2.4% | +3.2% | -5.6% | -2.7% |
| 3M | +4.5% | -1.8% | +6.3% | +4.5% |
| 6M | -18.8% | -13.5% | -5.2% | -18.3% |
| YTD | -8.9% | +9.7% | -18.7% | -10.2% |
| 1Y | -18.3% | +30.0% | -48.3% | -20.9% |
| 3Y | -35.0% | +172.6% | -207.6% | -42.9% |
| 5Y | -48.2% | +342.9% | -391.1% | -58.1% |
| All | -48.2% | +347.8% | -396.0% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling