+1.8%
CMCSA vs CPAY
+59.0%
-57.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.0% | +2.0% | +4.5% |
| 7D | +15.2% | +5.7% | +9.5% | +14.3% |
| 30D | +17.0% | +4.2% | +12.8% | +16.3% |
| 3M | +1.2% | +5.6% | -4.3% | +0.6% |
| 6M | -5.5% | +34.7% | -40.2% | -7.3% |
| YTD | -6.5% | +39.1% | -45.6% | -9.1% |
| 1Y | +1.8% | +60.3% | -58.5% | -2.1% |
| All | +1.8% | +59.0% | -57.2% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling