-30.4%
CMCSA vs COP
+20.8%
-51.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.1% | -0.8% | +1.0% | +0.3% |
| 30D | +3.8% | +15.6% | -11.8% | +0.9% |
| 3M | +12.3% | +14.3% | -2.0% | +9.2% |
| 6M | -15.4% | +17.0% | -32.4% | -18.5% |
| YTD | -2.5% | +47.4% | -49.9% | -11.6% |
| 1Y | -13.4% | +52.4% | -65.8% | -22.4% |
| 3Y | -30.4% | +20.8% | -51.2% | -36.1% |
| All | -30.4% | +20.8% | -51.1% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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