-44.8%
CMCSA vs CF
+227.0%
-271.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -2.1% | +6.0% | -8.1% | -2.6% |
| 30D | +7.0% | +14.8% | -7.8% | +5.7% |
| 3M | +15.1% | +14.1% | +1.0% | +13.6% |
| 6M | -15.4% | +28.5% | -43.9% | -18.0% |
| YTD | -1.9% | +74.9% | -76.8% | -8.3% |
| 1Y | -12.7% | +61.7% | -74.4% | -17.8% |
| 3Y | -31.0% | +80.3% | -111.3% | -36.5% |
| All | -44.8% | +227.0% | -271.8% | -56.5% |
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