-40.2%
CMCSA vs CRS
+800.5%
-840.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +1.7% |
| 7D | +3.2% | +4.8% | -1.6% | +2.6% |
| 30D | +19.5% | -23.2% | +42.7% | +22.3% |
| 3M | -2.4% | -45.5% | +43.1% | +3.9% |
| 6M | +3.8% | -33.1% | +37.0% | +7.1% |
| YTD | -5.4% | -7.2% | +1.8% | -7.2% |
| 1Y | +1.1% | -10.0% | +11.1% | -0.5% |
| 3Y | -27.1% | +332.3% | -359.4% | -45.2% |
| All | -40.2% | +800.5% | -840.7% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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