-46.7%
CMCSA vs CPRT
-14.1%
-32.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +3.6% |
| 7D | -5.6% | -8.4% | +2.9% | -3.0% |
| 30D | -1.9% | +4.6% | -6.5% | -3.6% |
| 3M | +6.4% | -1.9% | +8.4% | +6.4% |
| 6M | -16.9% | -15.3% | -1.6% | -12.9% |
| YTD | -6.8% | -21.5% | +14.7% | -0.1% |
| 1Y | -15.9% | -36.6% | +20.7% | -3.3% |
| 3Y | -33.4% | -31.2% | -2.2% | -28.0% |
| 5Y | -46.7% | -14.1% | -32.6% | -50.5% |
| All | -46.7% | -14.1% | -32.6% | -50.5% |
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 2021-09-10 to 2026-09-10: 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling