-28.0%
CMCSA vs COP
+27.0%
-55.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +2.7% | -8.4% | +11.1% | +4.2% |
| 30D | +18.6% | +0.3% | +18.4% | +18.2% |
| 3M | -1.8% | +15.1% | -16.9% | -4.9% |
| 6M | -0.7% | +19.8% | -20.4% | -4.9% |
| YTD | -7.8% | +46.8% | -54.6% | -16.7% |
| 1Y | +0.7% | +59.7% | -59.0% | -11.3% |
| 3Y | -28.0% | +28.7% | -56.6% | -35.1% |
| All | -28.0% | +27.0% | -55.0% | -35.1% |
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