-31.0%
CMCSA vs COMP
+353.8%
-384.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.7% | -13.0% | -3.0% |
| 7D | +5.0% | +13.4% | -8.4% | +4.0% |
| 30D | +16.5% | +11.1% | +5.4% | +15.4% |
| 3M | -1.6% | -18.8% | +17.2% | -0.4% |
| 6M | -5.0% | +10.5% | -15.5% | -6.2% |
| YTD | -8.3% | -3.4% | -4.9% | -9.1% |
| 1Y | +0.4% | +19.7% | -19.3% | -2.3% |
| 3Y | -31.0% | +381.6% | -412.6% | -40.8% |
| All | -31.0% | +353.8% | -384.8% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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