+249.3%
CMCSA vs CPAY
+1,524.4%
-1,275.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -8.3% | -2.5% | -5.8% | -7.6% |
| 30D | -2.4% | +1.3% | -3.7% | -2.8% |
| 3M | +4.5% | +13.5% | -9.0% | +0.4% |
| 6M | -18.8% | +24.7% | -43.5% | -24.8% |
| YTD | -8.9% | +34.9% | -43.9% | -18.5% |
| 1Y | -18.3% | +29.7% | -48.0% | -26.2% |
| 3Y | -35.0% | +49.4% | -84.3% | -45.0% |
| 5Y | -48.2% | +53.5% | -101.6% | -57.4% |
| 10Y | +4.6% | +152.5% | -147.9% | -27.9% |
| All | +249.3% | +1,524.4% | -1,275.0% | +38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling