+30.0%
CMCSA vs CFG
+360.2%
-330.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.4% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +18.6% | +3.2% | +15.4% | +17.5% |
| 3M | -1.8% | -9.7% | +7.9% | +1.0% |
| 6M | -0.7% | +3.6% | -4.3% | -2.0% |
| YTD | -7.8% | +14.7% | -22.5% | -12.0% |
| 1Y | +0.7% | +29.6% | -28.8% | -7.3% |
| 3Y | -28.0% | +190.6% | -218.5% | -48.6% |
| 5Y | -42.1% | +67.1% | -109.2% | -52.8% |
| 10Y | +8.2% | +237.0% | -228.9% | -33.7% |
| All | +30.0% | +360.2% | -330.2% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling