-30.4%
CMCSA vs CG
+56.8%
-87.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | +3.8% | -3.2% | +7.0% | +4.3% |
| 3M | +12.3% | +6.2% | +6.1% | +11.0% |
| 6M | -15.4% | -4.7% | -10.7% | -15.1% |
| YTD | -2.5% | -20.6% | +18.1% | +0.6% |
| 1Y | -13.4% | -26.4% | +13.0% | -9.6% |
| 3Y | -30.4% | +55.4% | -85.7% | -39.1% |
| All | -30.4% | +56.8% | -87.1% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling