+151.0%
CMCSA vs CG
+282.0%
-131.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.2% |
| 7D | +3.2% | +0.2% | +3.0% | +3.0% |
| 30D | +19.5% | +11.2% | +8.3% | +16.2% |
| 3M | -2.4% | -22.1% | +19.7% | +3.7% |
| 6M | +3.8% | -17.9% | +21.8% | +8.5% |
| YTD | -5.4% | -31.3% | +25.9% | +2.4% |
| 1Y | +1.1% | -24.0% | +25.1% | +6.4% |
| 3Y | -27.1% | +45.0% | -72.1% | -38.1% |
| 5Y | -40.3% | -22.6% | -17.6% | -42.0% |
| 10Y | +6.0% | +282.1% | -276.1% | -32.9% |
| All | +151.0% | +282.0% | -131.0% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling