+2,117.3%
CMCSA vs CPB
+355.6%
+1,761.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +4.6% | +2.9% | +1.7% | +3.7% |
| 30D | +19.8% | +17.6% | +2.2% | +14.3% |
| 3M | -0.3% | +2.0% | -2.3% | -1.2% |
| 6M | +0.3% | +11.6% | -11.3% | -3.3% |
| YTD | -6.9% | -13.8% | +6.8% | -3.8% |
| 1Y | +2.6% | -21.6% | +24.1% | +8.8% |
| 3Y | -29.0% | -35.8% | +6.8% | -21.5% |
| 5Y | -42.0% | -33.3% | -8.7% | -37.7% |
| 10Y | +6.4% | -39.4% | +45.9% | +11.8% |
| All | +2,117.3% | +355.6% | +1,761.8% | +931.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling