+1,550.6%
CMCSA vs COR
+18,554.5%
-17,003.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +0.7% | -1.2% | +1.8% | +0.9% |
| 30D | +21.0% | +7.6% | +13.4% | +18.9% |
| 3M | -0.9% | +5.0% | -5.9% | -2.2% |
| 6M | +2.9% | +35.3% | -32.4% | -4.4% |
| YTD | -5.9% | +4.2% | -10.1% | -7.8% |
| 1Y | +2.5% | -3.4% | +5.9% | +2.2% |
| 3Y | -28.3% | +81.1% | -109.4% | -39.2% |
| 5Y | -40.8% | +195.8% | -236.6% | -55.7% |
| 10Y | +5.4% | +493.6% | -488.2% | -34.7% |
| All | +1,550.6% | +18,554.5% | -17,003.9% | +467.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling