+2,236.9%
CMCSA vs CMS
+457.8%
+1,779.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.3% |
| 3M | +15.1% | -1.9% | +17.0% | +15.7% |
| 6M | -15.4% | -11.0% | -4.4% | -12.2% |
| YTD | -1.9% | +0.2% | -2.1% | -2.1% |
| 1Y | -12.7% | -1.3% | -11.4% | -12.6% |
| 3Y | -31.0% | +35.9% | -66.9% | -38.1% |
| 5Y | -46.1% | +23.1% | -69.2% | -50.5% |
| 10Y | +10.8% | +117.9% | -107.1% | -16.0% |
| All | +2,236.9% | +457.8% | +1,779.1% | +1,169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling