-48.2%
CMCSA vs CRS
+1,446.1%
-1,494.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -8.3% | -0.5% | -7.7% | -8.2% |
| 30D | -2.4% | -18.1% | +15.7% | -0.1% |
| 3M | +4.5% | -12.4% | +16.9% | +5.6% |
| 6M | -18.8% | +15.9% | -34.7% | -21.2% |
| YTD | -8.9% | +45.8% | -54.8% | -14.8% |
| 1Y | -18.3% | +87.8% | -106.0% | -26.9% |
| 3Y | -35.0% | +648.7% | -683.7% | -54.6% |
| 5Y | -48.2% | +1,416.6% | -1,464.8% | -68.8% |
| All | -48.2% | +1,446.1% | -1,494.2% | -68.8% |
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