+2,085.1%
CMCSA vs CMS
+463.7%
+1,621.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.6% |
| 7D | +5.0% | -1.3% | +6.4% | +5.5% |
| 30D | +16.5% | +6.3% | +10.2% | +14.3% |
| 3M | -1.6% | -2.1% | +0.5% | -0.9% |
| 6M | -5.0% | -5.1% | 0.0% | -3.5% |
| YTD | -8.3% | +1.3% | -9.5% | -8.7% |
| 1Y | +0.4% | -1.4% | +1.8% | +0.7% |
| 3Y | -31.0% | +36.9% | -67.9% | -38.1% |
| 5Y | -42.5% | +32.5% | -75.1% | -48.4% |
| 10Y | +12.6% | +126.8% | -114.2% | -15.7% |
| All | +2,085.1% | +463.7% | +1,621.4% | +1,083.1% |
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