-47.2%
CMCSA vs CMI
+164.8%
-212.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | -1.1% | -12.4% | +11.3% | +1.6% |
| 3M | +6.6% | -14.8% | +21.3% | +9.4% |
| 6M | -15.5% | +0.8% | -16.3% | -17.9% |
| YTD | -6.7% | +10.2% | -16.9% | -12.5% |
| 1Y | -15.6% | +37.4% | -53.0% | -26.8% |
| 3Y | -33.7% | +153.3% | -187.0% | -55.6% |
| All | -47.2% | +164.8% | -212.0% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling