+1,620.9%
CMCSA vs COR
+17,545.2%
-15,924.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | -2.1% | +2.8% | -4.9% | -2.7% |
| 30D | +7.0% | +4.5% | +2.5% | +5.9% |
| 3M | +15.1% | +22.7% | -7.6% | +9.5% |
| 6M | -15.4% | -9.7% | -5.6% | -13.9% |
| YTD | -1.9% | -1.4% | -0.5% | -2.5% |
| 1Y | -12.7% | +13.9% | -26.6% | -16.5% |
| 3Y | -31.0% | +94.0% | -125.0% | -42.6% |
| 5Y | -46.1% | +184.0% | -230.1% | -59.3% |
| 10Y | +10.8% | +406.8% | -395.9% | -29.2% |
| All | +1,620.9% | +17,545.2% | -15,924.3% | +499.4% |
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