-27.1%
CMCSA vs CP
+36.4%
-63.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +3.2% | +2.1% | +1.0% | +2.4% |
| 30D | +19.5% | +9.3% | +10.2% | +16.3% |
| 3M | -2.4% | +0.5% | -2.9% | -2.6% |
| 6M | +3.8% | +10.4% | -6.6% | +0.7% |
| YTD | -5.4% | +28.7% | -34.1% | -12.5% |
| 1Y | +1.1% | +33.2% | -32.1% | -7.6% |
| 3Y | -27.1% | +38.4% | -65.6% | -36.6% |
| All | -27.1% | +36.4% | -63.5% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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