-42.7%
CMCSA vs COMP
-52.0%
+9.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +10.7% | -13.0% | -3.1% |
| 7D | +5.0% | +13.4% | -8.4% | +3.9% |
| 30D | +16.5% | +11.1% | +5.4% | +15.3% |
| 3M | -1.6% | -18.8% | +17.2% | -0.2% |
| 6M | -5.0% | +10.5% | -15.5% | -6.4% |
| YTD | -8.3% | -3.4% | -4.9% | -9.3% |
| 1Y | +0.4% | +19.7% | -19.3% | -2.6% |
| 3Y | -31.0% | +381.6% | -412.6% | -42.2% |
| 5Y | -42.5% | -17.6% | -24.9% | -49.8% |
| All | -42.7% | -52.0% | +9.3% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling