-46.7%
CMCSA vs CNC
+5.2%
-51.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.2% |
| 7D | -5.6% | -3.9% | -1.7% | -5.2% |
| 30D | -1.9% | +0.8% | -2.7% | -2.0% |
| 3M | +6.4% | +0.1% | +6.3% | +6.3% |
| 6M | -16.9% | +79.7% | -96.6% | -22.1% |
| YTD | -6.8% | +58.9% | -65.7% | -11.7% |
| 1Y | -15.9% | +109.1% | -125.0% | -23.0% |
| 3Y | -33.4% | 0.0% | -33.4% | -35.4% |
| 5Y | -46.7% | +9.5% | -56.2% | -53.2% |
| All | -46.7% | +5.2% | -51.9% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling