-33.8%
CMCSA vs CMI
+147.2%
-181.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.5% |
| 7D | -5.6% | +0.8% | -6.4% | -5.6% |
| 30D | -1.9% | -12.8% | +10.9% | -0.4% |
| 3M | +6.4% | -12.4% | +18.9% | +7.2% |
| 6M | -16.9% | -0.9% | -16.1% | -18.8% |
| YTD | -6.8% | +8.9% | -15.6% | -11.5% |
| 1Y | -15.9% | +37.7% | -53.6% | -25.2% |
| All | -33.8% | +147.2% | -181.0% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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