+59.2%
CMCSA vs CNH
+32.2%
+27.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.9% |
| 7D | +5.0% | -1.7% | +6.7% | +5.4% |
| 30D | +16.5% | -7.2% | +23.7% | +18.5% |
| 3M | -1.6% | +6.5% | -8.1% | -3.9% |
| 6M | -5.0% | +7.9% | -12.9% | -8.1% |
| YTD | -8.3% | +26.6% | -34.9% | -15.4% |
| 1Y | +0.4% | +13.8% | -13.4% | -5.0% |
| 3Y | -31.0% | +9.2% | -40.2% | -35.5% |
| 5Y | -42.5% | -15.6% | -27.0% | -44.2% |
| 10Y | +12.6% | +119.2% | -106.6% | -17.4% |
| All | +59.2% | +32.2% | +27.0% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling