+274.9%
CMCSA vs CF
+5,315.1%
-5,040.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +5.0% | -3.2% | +8.2% | +5.6% |
| 30D | +16.5% | +4.3% | +12.2% | +15.3% |
| 3M | -1.6% | +2.8% | -4.4% | -2.7% |
| 6M | -5.0% | +0.6% | -5.7% | -6.1% |
| YTD | -8.3% | +56.6% | -64.9% | -18.5% |
| 1Y | +0.4% | +49.6% | -49.2% | -10.0% |
| 3Y | -31.0% | +61.5% | -92.5% | -40.3% |
| 5Y | -42.5% | +124.0% | -166.5% | -55.7% |
| 10Y | +12.6% | +573.2% | -560.6% | -37.0% |
| All | +274.9% | +5,315.1% | -5,040.2% | +8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling