-33.8%
CMCSA vs CPAY
+49.2%
-82.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -5.6% | -2.7% | -2.9% | -4.9% |
| 30D | -1.9% | +0.6% | -2.4% | -2.0% |
| 3M | +6.4% | +17.0% | -10.6% | +2.1% |
| 6M | -16.9% | +24.1% | -41.1% | -21.9% |
| YTD | -6.8% | +35.7% | -42.5% | -15.6% |
| 1Y | -15.9% | +34.0% | -49.9% | -23.8% |
| All | -33.8% | +49.2% | -82.9% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling