-45.0%
CMCSA vs CTAS
+114.7%
-159.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | 0.0% | +0.2% | +0.1% |
| 30D | +3.8% | -1.0% | +4.8% | +4.2% |
| 3M | +12.3% | +15.8% | -3.4% | +5.4% |
| 6M | -15.4% | -1.0% | -14.4% | -15.2% |
| YTD | -2.5% | +7.4% | -9.9% | -5.7% |
| 1Y | -13.4% | -0.1% | -13.2% | -13.7% |
| 3Y | -30.4% | +66.3% | -96.7% | -45.4% |
| 5Y | -45.0% | +111.0% | -156.0% | -64.8% |
| All | -45.0% | +114.7% | -159.7% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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