-39.2%
CMCSA vs CEG
+703.5%
-742.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.6% |
| 7D | -8.3% | +1.3% | -9.6% | -8.3% |
| 30D | -2.4% | +8.8% | -11.3% | -2.6% |
| 3M | +4.5% | +17.0% | -12.5% | +4.1% |
| 6M | -18.8% | -8.7% | -10.0% | -18.6% |
| YTD | -8.9% | -16.4% | +7.5% | -8.5% |
| 1Y | -18.3% | -1.8% | -16.5% | -18.6% |
| 3Y | -35.0% | +175.8% | -210.7% | -41.6% |
| All | -39.2% | +703.5% | -742.7% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling