-42.1%
CMCSA vs COO
-41.6%
-0.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | +5.0% | +4.7% | +0.3% | +3.7% |
| 30D | +16.5% | +13.9% | +2.6% | +12.3% |
| 3M | -1.6% | -14.9% | +13.4% | +2.7% |
| 6M | -5.0% | +2.0% | -7.1% | -6.1% |
| YTD | -8.3% | -23.9% | +15.6% | -1.5% |
| 1Y | +0.4% | -9.6% | +10.0% | +2.2% |
| 3Y | -31.0% | -25.4% | -5.5% | -28.9% |
| All | -42.1% | -41.6% | -0.5% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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