-29.0%
CMCSA vs CG
+51.3%
-80.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +4.6% | +2.0% | +2.6% | +4.1% |
| 30D | +19.8% | +8.5% | +11.3% | +17.9% |
| 3M | -0.3% | -12.1% | +11.9% | +1.8% |
| 6M | +0.3% | -16.4% | +16.7% | +3.0% |
| YTD | -6.9% | -28.0% | +21.0% | -2.6% |
| 1Y | +2.6% | -18.9% | +21.5% | +4.7% |
| 3Y | -29.0% | +51.2% | -80.3% | -37.1% |
| All | -29.0% | +51.3% | -80.3% | -37.1% |
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