+221.6%
CMCSA vs CNC
+5,330.7%
-5,109.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | 0.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +3.8% | -1.8% | +5.6% | +4.1% |
| 3M | +12.3% | -0.7% | +13.0% | +12.1% |
| 6M | -15.4% | +47.9% | -63.3% | -22.2% |
| YTD | -2.5% | +56.9% | -59.4% | -11.5% |
| 1Y | -13.4% | +123.9% | -137.3% | -26.9% |
| 3Y | -30.4% | -1.3% | -29.1% | -34.4% |
| 5Y | -45.0% | +2.8% | -47.8% | -49.3% |
| 10Y | +10.2% | +90.9% | -80.7% | -13.5% |
| All | +221.6% | +5,330.7% | -5,109.1% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling