+2,085.1%
CMCSA vs CP
+7,734.8%
-5,649.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.6% |
| 7D | +5.0% | +2.8% | +2.3% | +4.1% |
| 30D | +16.5% | +10.2% | +6.3% | +12.5% |
| 3M | -1.6% | +2.4% | -3.9% | -2.4% |
| 6M | -5.0% | +7.7% | -12.7% | -7.7% |
| YTD | -8.3% | +26.0% | -34.3% | -16.1% |
| 1Y | +0.4% | +34.6% | -34.2% | -10.4% |
| 3Y | -31.0% | +26.7% | -57.7% | -38.0% |
| 5Y | -42.5% | +24.9% | -67.4% | -48.9% |
| 10Y | +12.6% | +258.6% | -246.0% | -33.4% |
| All | +2,085.1% | +7,734.8% | -5,649.7% | +353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling