-28.0%
CMCSA vs CEG
+131.5%
-159.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -10.0% | +0.6% |
| 7D | +2.7% | +7.3% | -4.6% | +2.8% |
| 30D | +18.6% | -7.4% | +26.0% | +18.7% |
| 3M | -1.8% | +2.5% | -4.3% | -1.8% |
| 6M | -0.7% | -8.8% | +8.1% | -0.6% |
| YTD | -7.8% | -21.5% | +13.7% | -7.5% |
| 1Y | +0.7% | -22.5% | +23.3% | +1.1% |
| 3Y | -28.0% | +133.3% | -161.3% | -33.1% |
| All | -28.0% | +131.5% | -159.4% | -33.1% |
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