-46.7%
CMCSA vs CTVA
+102.0%
-148.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -5.6% | -4.7% | -0.9% | -4.6% |
| 30D | -1.9% | +11.1% | -13.0% | -4.1% |
| 3M | +6.4% | +13.7% | -7.3% | +3.0% |
| 6M | -16.9% | +11.2% | -28.1% | -19.4% |
| YTD | -6.8% | +26.9% | -33.7% | -12.6% |
| 1Y | -15.9% | +18.8% | -34.7% | -20.1% |
| 3Y | -33.4% | +75.9% | -109.4% | -43.3% |
| 5Y | -46.7% | +105.2% | -151.9% | -58.3% |
| All | -46.7% | +102.0% | -148.7% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling