+1,263.5%
CMCSA vs CCJ
+1,583.6%
-320.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | +7.0% | +6.9% | +0.2% | +5.8% |
| 3M | +15.1% | -11.6% | +26.7% | +16.6% |
| 6M | -15.4% | -16.2% | +0.9% | -14.0% |
| YTD | -1.9% | +10.1% | -12.0% | -5.1% |
| 1Y | -12.7% | +32.3% | -45.0% | -19.1% |
| 3Y | -31.0% | +171.3% | -202.3% | -45.5% |
| 5Y | -46.1% | +372.4% | -418.5% | -63.1% |
| 10Y | +10.8% | +1,070.0% | -1,059.2% | -41.1% |
| All | +1,263.5% | +1,583.6% | -320.2% | +609.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling