-42.1%
CMCSA vs CPB
-31.8%
-10.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +2.7% | +3.3% | -0.6% | +2.0% |
| 30D | +18.6% | +19.0% | -0.4% | +14.6% |
| 3M | -1.8% | +0.4% | -2.3% | -2.3% |
| 6M | -0.7% | +13.0% | -13.6% | -3.3% |
| YTD | -7.8% | -12.7% | +4.9% | -6.6% |
| 1Y | +0.7% | -20.9% | +21.6% | +3.6% |
| 3Y | -28.0% | -35.4% | +7.4% | -23.7% |
| 5Y | -42.1% | -32.3% | -9.8% | -43.0% |
| All | -42.1% | -31.8% | -10.3% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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