-35.3%
CMCSA vs CTVA
+76.0%
-111.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.4% |
| 7D | -8.3% | -5.8% | -2.5% | -7.3% |
| 30D | -2.4% | +11.1% | -13.5% | -4.2% |
| 3M | +4.5% | +13.2% | -8.7% | +1.8% |
| 6M | -18.8% | +8.7% | -27.5% | -20.4% |
| YTD | -8.9% | +27.3% | -36.2% | -13.8% |
| 1Y | -18.3% | +18.0% | -36.3% | -21.6% |
| All | -35.3% | +76.0% | -111.3% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 3y: compounded portfolio wealth divided by compounded CTVA 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…
3y analysis · Full analysis span regression · 6 months rolling