+2,236.9%
CMCSA vs COO
+5,988.7%
-3,751.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | +7.0% | -7.0% | +14.0% | +7.7% |
| 3M | +15.1% | +12.2% | +2.9% | +14.0% |
| 6M | -15.4% | -15.1% | -0.2% | -14.3% |
| YTD | -1.9% | -15.1% | +13.2% | -0.7% |
| 1Y | -12.7% | +2.3% | -15.1% | -13.0% |
| 3Y | -31.0% | -23.7% | -7.3% | -30.0% |
| 5Y | -46.1% | -38.9% | -7.2% | -44.5% |
| 10Y | +10.8% | +49.9% | -39.1% | +7.1% |
| All | +2,236.9% | +5,988.7% | -3,751.8% | +1,882.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling