-34.9%
CMCSA vs CEG
+717.5%
-752.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | +6.7% | -6.6% | 0.0% |
| 30D | +3.8% | +11.0% | -7.1% | +3.6% |
| 3M | +12.3% | +19.5% | -7.2% | +11.8% |
| 6M | -15.4% | -5.9% | -9.5% | -15.3% |
| YTD | -2.5% | -15.0% | +12.5% | -2.1% |
| 1Y | -13.4% | +0.6% | -14.0% | -13.8% |
| 3Y | -30.4% | +180.6% | -211.0% | -37.5% |
| All | -34.9% | +717.5% | -752.4% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling