-48.2%
CMCSA vs CFG
+99.7%
-147.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.4% |
| 7D | -8.3% | -0.6% | -7.7% | -8.1% |
| 30D | -2.4% | -4.5% | +2.1% | -1.2% |
| 3M | +4.5% | +6.3% | -1.8% | +2.5% |
| 6M | -18.8% | +20.6% | -39.4% | -23.2% |
| YTD | -8.9% | +21.2% | -30.2% | -14.3% |
| 1Y | -18.3% | +38.2% | -56.5% | -26.2% |
| 3Y | -35.0% | +185.9% | -220.9% | -53.0% |
| 5Y | -48.2% | +97.0% | -145.1% | -60.4% |
| All | -48.2% | +99.7% | -147.8% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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