+2,123.1%
CMCSA vs CDE
-89.8%
+2,212.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -4.9% | -3.1% | -1.8% | -4.7% |
| 30D | -1.1% | +9.5% | -10.5% | -1.5% |
| 3M | +6.6% | +25.5% | -18.9% | +5.2% |
| 6M | -15.5% | -7.9% | -7.6% | -15.7% |
| YTD | -6.7% | +15.6% | -22.2% | -8.2% |
| 1Y | -15.6% | +34.0% | -49.6% | -17.9% |
| 3Y | -33.7% | +791.9% | -825.6% | -42.4% |
| 5Y | -46.6% | +197.7% | -244.4% | -52.0% |
| 10Y | +7.1% | +55.0% | -47.9% | -6.0% |
| All | +2,123.1% | -89.8% | +2,212.9% | +1,686.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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