-30.4%
CMCSA vs CME
+52.8%
-83.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +0.1% | -2.9% | +3.0% | +0.2% |
| 30D | +3.8% | +5.5% | -1.7% | +3.6% |
| 3M | +12.3% | +11.0% | +1.4% | +12.2% |
| 6M | -15.4% | -9.7% | -5.7% | -14.9% |
| YTD | -2.5% | +4.9% | -7.4% | -2.1% |
| 1Y | -13.4% | +10.1% | -23.4% | -13.0% |
| 3Y | -30.4% | +53.5% | -83.9% | -31.4% |
| All | -30.4% | +52.8% | -83.2% | -31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling