+340.7%
CMCSA vs COPX
+198.0%
+142.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -1.6% |
| 7D | +0.1% | +5.8% | -5.6% | -1.3% |
| 30D | +3.8% | +7.2% | -3.4% | +1.9% |
| 3M | +12.3% | +16.5% | -4.2% | +7.3% |
| 6M | -15.4% | +18.4% | -33.8% | -20.5% |
| YTD | -2.5% | +31.9% | -34.4% | -11.8% |
| 1Y | -13.4% | +88.5% | -101.9% | -29.2% |
| 3Y | -30.4% | +173.1% | -203.4% | -50.2% |
| 5Y | -45.0% | +193.1% | -238.1% | -62.7% |
| 10Y | +10.2% | +591.7% | -581.5% | -46.6% |
| All | +340.7% | +198.0% | +142.7% | +150.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling