-44.8%
CMCSA vs CFG
+101.4%
-146.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | +7.0% | -3.8% | +10.9% | +8.2% |
| 3M | +15.1% | +11.5% | +3.6% | +11.4% |
| 6M | -15.4% | +19.2% | -34.5% | -19.7% |
| YTD | -1.9% | +23.7% | -25.6% | -8.3% |
| 1Y | -12.7% | +38.8% | -51.6% | -21.3% |
| 3Y | -31.0% | +178.9% | -209.9% | -49.8% |
| All | -44.8% | +101.4% | -146.2% | -58.3% |
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