-46.7%
CMCSA vs COPX
+167.3%
-214.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.0% | +9.3% | +3.2% |
| 7D | -5.6% | -2.9% | -2.7% | -5.3% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | +6.4% | +14.8% | -8.4% | +4.1% |
| 6M | -16.9% | +7.0% | -24.0% | -18.5% |
| YTD | -6.8% | +23.8% | -30.6% | -11.4% |
| 1Y | -15.9% | +75.7% | -91.6% | -25.3% |
| 3Y | -33.4% | +156.4% | -189.8% | -46.6% |
| 5Y | -46.7% | +167.6% | -214.3% | -57.8% |
| All | -46.7% | +167.3% | -214.0% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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