-42.1%
CMCSA vs CF
+120.6%
-162.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +5.0% | -3.2% | +8.2% | +5.3% |
| 30D | +16.5% | +4.3% | +12.2% | +16.0% |
| 3M | -1.6% | +2.8% | -4.4% | -2.1% |
| 6M | -5.0% | +0.6% | -5.7% | -5.5% |
| YTD | -8.3% | +56.6% | -64.9% | -13.6% |
| 1Y | +0.4% | +49.6% | -49.2% | -4.9% |
| 3Y | -31.0% | +61.5% | -92.5% | -35.9% |
| All | -42.1% | +120.6% | -162.7% | -50.2% |
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