+0.4%
CMCSA vs CMS
-0.8%
+1.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.6% |
| 7D | +5.0% | -0.5% | +5.5% | +5.3% |
| 30D | +16.5% | +7.2% | +9.3% | +13.5% |
| 3M | -1.6% | -1.3% | -0.3% | -1.1% |
| 6M | -5.0% | -4.3% | -0.7% | -3.6% |
| YTD | -8.3% | +2.1% | -10.3% | -5.0% |
| 1Y | +0.4% | -0.6% | +1.0% | +4.2% |
| All | +0.4% | -0.8% | +1.2% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling