-12.7%
CMCSA vs CNC
+129.2%
-141.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -2.1% | +3.5% | -5.6% | -2.2% |
| 30D | +7.0% | +0.1% | +7.0% | +7.0% |
| 3M | +15.1% | +6.9% | +8.2% | +14.6% |
| 6M | -15.4% | +49.0% | -64.4% | -17.3% |
| YTD | -1.9% | +62.9% | -64.8% | -4.7% |
| 1Y | -12.7% | +134.0% | -146.7% | -15.8% |
| All | -12.7% | +129.2% | -141.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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