+2,154.1%
CMCSA vs CRS
+6,203.6%
-4,049.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.1% | +2.1% |
| 7D | +3.2% | +4.8% | -1.6% | +1.9% |
| 30D | +19.5% | -23.2% | +42.7% | +25.5% |
| 3M | -2.4% | -45.5% | +43.1% | +10.6% |
| 6M | +3.8% | -33.1% | +37.0% | +11.3% |
| YTD | -5.4% | -7.2% | +1.8% | -7.3% |
| 1Y | +1.1% | -10.0% | +11.1% | -0.5% |
| 3Y | -27.1% | +332.3% | -359.4% | -53.6% |
| 5Y | -40.3% | +801.9% | -842.2% | -69.9% |
| 10Y | +6.0% | +820.9% | -814.9% | -53.9% |
| All | +2,154.1% | +6,203.6% | -4,049.6% | +278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling