+160.2%
CMCSA vs CG
+351.2%
-190.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -2.1% | -4.3% | +2.2% | -1.0% |
| 30D | +7.0% | -5.1% | +12.1% | +8.3% |
| 3M | +15.1% | +8.7% | +6.4% | +12.2% |
| 6M | -15.4% | -9.2% | -6.1% | -14.0% |
| YTD | -1.9% | -18.9% | +17.0% | +2.0% |
| 1Y | -12.7% | -25.6% | +12.9% | -7.6% |
| 3Y | -31.0% | +57.3% | -88.3% | -42.5% |
| 5Y | -46.1% | +10.2% | -56.3% | -52.4% |
| 10Y | +10.8% | +364.2% | -353.4% | -33.0% |
| All | +160.2% | +351.2% | -190.9% | +54.0% |
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