-30.4%
CMCSA vs COR
+87.4%
-117.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | +3.8% | +1.5% | +2.3% | +3.7% |
| 3M | +12.3% | +18.7% | -6.4% | +11.3% |
| 6M | -15.4% | -9.0% | -6.4% | -15.5% |
| YTD | -2.5% | -3.3% | +0.8% | -2.7% |
| 1Y | -13.4% | +9.8% | -23.2% | -14.4% |
| 3Y | -30.4% | +87.4% | -117.7% | -32.0% |
| All | -30.4% | +87.4% | -117.8% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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