+2,236.9%
CMCSA vs COP
+4,537.2%
-2,300.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -2.1% | +3.0% | -5.1% | -3.0% |
| 30D | +7.0% | +17.5% | -10.5% | +1.9% |
| 3M | +15.1% | +13.4% | +1.7% | +10.3% |
| 6M | -15.4% | +17.7% | -33.1% | -20.2% |
| YTD | -1.9% | +46.6% | -48.5% | -13.7% |
| 1Y | -12.7% | +44.6% | -57.3% | -23.2% |
| 3Y | -31.0% | +20.7% | -51.7% | -37.0% |
| 5Y | -46.1% | +185.0% | -231.1% | -64.2% |
| 10Y | +10.8% | +347.0% | -336.1% | -44.2% |
| All | +2,236.9% | +4,537.2% | -2,300.3% | +440.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling