-42.0%
CMCSA vs COMP
-18.6%
-23.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.6% |
| 7D | +4.6% | +7.2% | -2.6% | +3.8% |
| 30D | +19.8% | +6.4% | +13.4% | +18.9% |
| 3M | -0.3% | -19.4% | +19.2% | +1.2% |
| 6M | +0.3% | +14.6% | -14.3% | -1.4% |
| YTD | -6.9% | -5.5% | -1.4% | -7.9% |
| 1Y | +2.6% | +13.7% | -11.1% | -0.2% |
| 3Y | -29.0% | +409.7% | -438.7% | -41.3% |
| 5Y | -42.0% | -17.0% | -25.0% | -49.0% |
| All | -42.0% | -18.6% | -23.3% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling