-31.0%
CMCSA vs CPRT
-30.7%
-0.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | +5.0% | +6.0% | -1.0% | +3.5% |
| 30D | +16.5% | +20.0% | -3.5% | +11.4% |
| 3M | -1.6% | +10.1% | -11.7% | -4.4% |
| 6M | -5.0% | -4.3% | -0.7% | -4.8% |
| YTD | -8.3% | -18.4% | +10.1% | -4.7% |
| 1Y | +0.4% | -20.1% | +20.5% | +4.8% |
| 3Y | -31.0% | -30.4% | -0.6% | -27.0% |
| All | -31.0% | -30.7% | -0.3% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling