-47.9%
CMCSA vs CPRT
-10.5%
-37.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.1% |
| 7D | -8.3% | -0.4% | -7.9% | -8.2% |
| 30D | -2.4% | +8.2% | -10.7% | -5.1% |
| 3M | +4.5% | +2.3% | +2.2% | +3.1% |
| 6M | -18.8% | -14.7% | -4.0% | -14.9% |
| YTD | -8.9% | -18.2% | +9.3% | -3.6% |
| 1Y | -18.3% | -33.4% | +15.1% | -7.5% |
| 3Y | -35.0% | -28.3% | -6.6% | -30.5% |
| All | -47.9% | -10.5% | -37.4% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling