+394.2%
CMCSA vs CME
+8,429.7%
-8,035.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -0.6% | +2.7% | -3.3% | -1.5% |
| 30D | +18.8% | +13.5% | +5.3% | +14.0% |
| 3M | -1.1% | +20.9% | -22.0% | -7.1% |
| 6M | +2.5% | +11.5% | -9.0% | -1.6% |
| YTD | -6.7% | +19.5% | -26.2% | -12.7% |
| 1Y | 0.0% | +17.2% | -17.3% | -6.0% |
| 3Y | -28.9% | +65.1% | -94.0% | -41.1% |
| 5Y | -41.1% | +73.1% | -114.3% | -52.7% |
| 10Y | +4.5% | +305.3% | -300.8% | -38.9% |
| All | +394.2% | +8,429.7% | -8,035.5% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling