0.0%
CMCSA vs CME
+17.8%
-17.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.6% | +2.7% | -3.3% | -1.1% |
| 30D | +18.8% | +13.5% | +5.3% | +16.7% |
| 3M | -1.1% | +20.9% | -22.0% | -3.4% |
| 6M | +2.5% | +11.5% | -9.0% | +2.0% |
| YTD | -6.7% | +19.5% | -26.2% | -6.2% |
| 1Y | 0.0% | +17.2% | -17.3% | +0.5% |
| All | 0.0% | +17.8% | -17.9% | +0.5% |
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