+1.8%
CMCSA vs CSGP
-53.2%
+55.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.0% | +1.0% | +4.2% |
| 7D | +15.2% | +18.3% | -3.1% | +11.5% |
| 30D | +17.0% | +17.8% | -0.8% | +13.1% |
| 3M | +1.2% | +9.3% | -8.0% | -0.9% |
| 6M | -5.5% | -7.9% | +2.4% | -6.4% |
| YTD | -6.5% | -51.5% | +45.0% | -7.3% |
| 1Y | +1.8% | -53.3% | +55.1% | +2.7% |
| All | +1.8% | -53.2% | +55.0% | +2.7% |
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