-40.6%
CMCSA vs CF
+114.6%
-155.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +0.7% | +10.4% | -9.7% | -0.1% |
| 30D | +21.0% | +7.6% | +13.4% | +20.2% |
| 3M | -0.9% | +5.2% | -6.1% | -1.6% |
| 6M | +2.9% | -0.1% | +3.0% | +2.5% |
| YTD | -5.9% | +61.7% | -67.6% | -11.6% |
| 1Y | +2.5% | +50.3% | -47.9% | -2.9% |
| 3Y | -28.3% | +66.0% | -94.2% | -33.6% |
| All | -40.6% | +114.6% | -155.2% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling