+2,222.8%
CMCSA vs CMI
+19,796.6%
-17,573.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +3.8% | -12.5% | +16.3% | +7.9% |
| 3M | +12.3% | -16.2% | +28.5% | +17.2% |
| 6M | -15.4% | +4.9% | -20.2% | -18.3% |
| YTD | -2.5% | +11.1% | -13.6% | -8.1% |
| 1Y | -13.4% | +43.4% | -56.7% | -25.0% |
| 3Y | -30.4% | +154.1% | -184.4% | -50.4% |
| 5Y | -45.0% | +169.5% | -214.5% | -62.0% |
| 10Y | +10.2% | +503.8% | -493.6% | -42.5% |
| All | +2,222.8% | +19,796.6% | -17,573.8% | +269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling