-29.9%
CMCSA vs CEG
+181.6%
-211.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -0.6% |
| 7D | -2.1% | +8.0% | -10.1% | -2.1% |
| 30D | +7.0% | +12.9% | -5.9% | +7.0% |
| 3M | +15.1% | +13.2% | +1.9% | +15.1% |
| 6M | -15.4% | -7.0% | -8.4% | -15.2% |
| YTD | -1.9% | -15.0% | +13.1% | -1.6% |
| 1Y | -12.7% | -2.7% | -10.0% | -12.8% |
| All | -29.9% | +181.6% | -211.5% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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