+2,236.9%
CMCSA vs CPB
+325.7%
+1,911.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.4% |
| 7D | -2.1% | -8.6% | +6.5% | +0.3% |
| 30D | +7.0% | -7.2% | +14.3% | +9.2% |
| 3M | +15.1% | +0.9% | +14.2% | +14.5% |
| 6M | -15.4% | -11.8% | -3.5% | -12.7% |
| YTD | -1.9% | -19.4% | +17.5% | +3.5% |
| 1Y | -12.7% | -30.4% | +17.7% | -4.3% |
| 3Y | -31.0% | -40.2% | +9.1% | -22.1% |
| 5Y | -46.1% | -39.5% | -6.6% | -40.3% |
| 10Y | +10.8% | -47.4% | +58.2% | +21.7% |
| All | +2,236.9% | +325.7% | +1,911.2% | +1,011.1% |
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