-33.7%
CMCSA vs COF
+116.3%
-150.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -4.9% | -5.1% | +0.3% | -3.6% |
| 30D | -1.1% | -6.0% | +5.0% | +0.5% |
| 3M | +6.6% | +14.8% | -8.3% | +2.7% |
| 6M | -15.5% | +15.3% | -30.8% | -18.7% |
| YTD | -6.7% | -13.0% | +6.4% | -4.0% |
| 1Y | -15.6% | -5.7% | -9.9% | -15.6% |
| 3Y | -33.7% | +118.1% | -151.8% | -48.6% |
| All | -33.7% | +116.3% | -150.0% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 3y: compounded portfolio wealth divided by compounded COF 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…
3y analysis · Full analysis span regression · 6 months rolling