-12.7%
CMCSA vs CSGP
-64.9%
+52.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -2.1% | -4.1% | +2.0% | -1.5% |
| 30D | +7.0% | +2.3% | +4.7% | +6.6% |
| 3M | +15.1% | -8.2% | +23.3% | +15.3% |
| 6M | -15.4% | -35.1% | +19.7% | -13.5% |
| YTD | -1.9% | -54.0% | +52.1% | +1.0% |
| 1Y | -12.7% | -65.3% | +52.6% | -11.7% |
| All | -12.7% | -64.9% | +52.2% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling