-18.3%
CMCSA vs CME
+9.3%
-27.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.5% |
| 7D | -8.3% | -0.6% | -7.6% | -8.2% |
| 30D | -2.4% | +4.7% | -7.1% | -2.9% |
| 3M | +4.5% | +7.8% | -3.3% | +4.7% |
| 6M | -18.8% | -11.0% | -7.8% | -16.8% |
| YTD | -8.9% | +4.0% | -13.0% | -7.9% |
| 1Y | -18.3% | +9.1% | -27.4% | -18.5% |
| All | -18.3% | +9.3% | -27.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling