-29.6%
CMCSA vs CMS
+35.9%
-65.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +7.0% | -3.6% | +10.6% | +8.1% |
| 3M | +15.1% | -1.9% | +17.0% | +15.7% |
| 6M | -15.4% | -11.0% | -4.4% | -12.7% |
| YTD | -1.9% | +0.2% | -2.1% | -1.6% |
| 1Y | -12.7% | -1.3% | -11.4% | -12.2% |
| All | -29.6% | +35.9% | -65.5% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling