-42.1%
CMCSA vs CMS
+32.6%
-74.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | +5.0% | -1.3% | +6.4% | +5.6% |
| 30D | +16.5% | +6.3% | +10.2% | +14.1% |
| 3M | -1.6% | -2.1% | +0.5% | -0.9% |
| 6M | -5.0% | -5.1% | 0.0% | -3.4% |
| YTD | -8.3% | +1.3% | -9.5% | -8.6% |
| 1Y | +0.4% | -1.4% | +1.8% | +0.8% |
| 3Y | -31.0% | +36.9% | -67.9% | -38.9% |
| All | -42.1% | +32.6% | -74.7% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling