-29.0%
CMCSA vs CME
+61.8%
-90.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +4.6% | +1.7% | +2.9% | +4.4% |
| 30D | +19.8% | +10.2% | +9.6% | +18.9% |
| 3M | -0.3% | +17.8% | -18.0% | -1.4% |
| 6M | +0.3% | +11.0% | -10.7% | -0.2% |
| YTD | -6.9% | +17.0% | -24.0% | -7.3% |
| 1Y | +2.6% | +15.8% | -13.2% | +2.2% |
| 3Y | -29.0% | +61.8% | -90.8% | -30.6% |
| All | -29.0% | +61.8% | -90.9% | -30.6% |
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