-47.2%
CMCSA vs CPAY
+55.3%
-102.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.9% | -2.0% | -2.9% | -4.3% |
| 30D | -1.1% | -0.4% | -0.7% | -0.9% |
| 3M | +6.6% | +16.4% | -9.8% | +1.5% |
| 6M | -15.5% | +23.5% | -39.0% | -21.6% |
| YTD | -6.7% | +35.7% | -42.3% | -17.1% |
| 1Y | -15.6% | +30.2% | -45.8% | -24.2% |
| 3Y | -33.7% | +49.7% | -83.4% | -45.5% |
| All | -47.2% | +55.3% | -102.5% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling