-44.8%
CMCSA vs CNH
+11.5%
-56.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.5% |
| 7D | -2.1% | +23.3% | -25.4% | -6.6% |
| 30D | +7.0% | +33.5% | -26.4% | +0.1% |
| 3M | +15.1% | +32.7% | -17.6% | +7.5% |
| 6M | -15.4% | +22.2% | -37.5% | -19.8% |
| YTD | -1.9% | +57.7% | -59.6% | -12.9% |
| 1Y | -12.7% | +28.0% | -40.7% | -18.7% |
| 3Y | -31.0% | +11.5% | -42.5% | -35.0% |
| All | -44.8% | +11.5% | -56.3% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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