-29.2%
CMCSA vs CF
+73.9%
-103.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.4% |
| 7D | -2.1% | +6.0% | -8.1% | -2.5% |
| 30D | +7.0% | +14.8% | -7.8% | +5.9% |
| 3M | +15.1% | +14.1% | +1.0% | +13.8% |
| 6M | -15.4% | +28.5% | -43.9% | -18.0% |
| YTD | -1.9% | +74.9% | -76.8% | -9.0% |
| 1Y | -12.7% | +61.7% | -74.4% | -18.2% |
| All | -29.2% | +73.9% | -103.1% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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