-45.0%
CMCSA vs CG
+9.5%
-54.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | +3.8% | -3.2% | +7.0% | +4.5% |
| 3M | +12.3% | +6.2% | +6.1% | +10.5% |
| 6M | -15.4% | -4.7% | -10.7% | -15.1% |
| YTD | -2.5% | -20.6% | +18.1% | +1.4% |
| 1Y | -13.4% | -26.4% | +13.0% | -8.6% |
| 3Y | -30.4% | +55.4% | -85.7% | -41.7% |
| 5Y | -45.0% | +9.8% | -54.8% | -53.9% |
| All | -45.0% | +9.5% | -54.5% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling