+1,075.3%
CMCSA vs CPRT
+22,868.9%
-21,793.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | +4.6% | +4.0% | +0.6% | +3.7% |
| 30D | +19.8% | +18.2% | +1.6% | +15.6% |
| 3M | -0.3% | +9.2% | -9.4% | -2.4% |
| 6M | +0.3% | -4.8% | +5.1% | +0.8% |
| YTD | -6.9% | -17.5% | +10.6% | -3.7% |
| 1Y | +2.6% | -22.0% | +24.6% | +7.4% |
| 3Y | -29.0% | -33.7% | +4.7% | -23.8% |
| 5Y | -42.0% | -15.0% | -27.0% | -41.4% |
| 10Y | +6.4% | +385.2% | -378.7% | -24.0% |
| All | +1,075.3% | +22,868.9% | -21,793.6% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling