-12.7%
CMCSA vs CPRT
-31.2%
+18.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.1% | +2.2% | -4.3% | -2.7% |
| 30D | +7.0% | +16.6% | -9.6% | +2.0% |
| 3M | +15.1% | +9.6% | +5.5% | +11.6% |
| 6M | -15.4% | -11.1% | -4.2% | -11.5% |
| YTD | -1.9% | -13.9% | +12.0% | +3.9% |
| 1Y | -12.7% | -32.5% | +19.8% | +2.7% |
| All | -12.7% | -31.2% | +18.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 1y: compounded portfolio wealth divided by compounded CPRT 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…
1y analysis · Full analysis span regression · 6 months rolling