+300.9%
CMCSA vs CF
+5,948.3%
-5,647.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.1% |
| 7D | -2.1% | +6.0% | -8.1% | -3.3% |
| 30D | +7.0% | +14.8% | -7.8% | +3.8% |
| 3M | +15.1% | +14.1% | +1.0% | +11.5% |
| 6M | -15.4% | +28.5% | -43.9% | -21.0% |
| YTD | -1.9% | +74.9% | -76.8% | -14.5% |
| 1Y | -12.7% | +61.7% | -74.4% | -22.9% |
| 3Y | -31.0% | +80.3% | -111.3% | -41.6% |
| 5Y | -46.1% | +226.0% | -272.1% | -61.8% |
| 10Y | +10.8% | +569.9% | -559.0% | -37.8% |
| All | +300.9% | +5,948.3% | -5,647.4% | +13.5% |
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 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