+398.6%
CMCSA vs CME
+8,439.6%
-8,041.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.4% |
| 7D | +0.7% | +2.5% | -1.8% | -0.1% |
| 30D | +21.0% | +13.9% | +7.1% | +16.0% |
| 3M | -0.9% | +22.4% | -23.3% | -7.3% |
| 6M | +2.9% | +12.9% | -10.0% | -1.7% |
| YTD | -5.9% | +19.6% | -25.5% | -12.0% |
| 1Y | +2.5% | +17.7% | -15.2% | -3.8% |
| 3Y | -28.3% | +65.3% | -93.6% | -40.6% |
| 5Y | -40.8% | +75.1% | -115.9% | -52.6% |
| 10Y | +5.4% | +305.8% | -300.4% | -38.4% |
| All | +398.6% | +8,439.6% | -8,041.0% | +42.3% |
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