-40.2%
CMCSA vs CTVA
+34.7%
-74.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.2% | +1.0% |
| 7D | +3.2% | -20.8% | +23.9% | +6.8% |
| 30D | +19.5% | -29.6% | +49.2% | +26.7% |
| 3M | -2.4% | -16.9% | +14.5% | -0.4% |
| 6M | +3.8% | -24.3% | +28.1% | +7.6% |
| YTD | -5.4% | -5.6% | +0.2% | -7.2% |
| 1Y | +1.1% | -4.2% | +5.3% | -1.3% |
| 3Y | -27.1% | +43.3% | -70.4% | -36.3% |
| All | -40.2% | +34.7% | -74.9% | -48.2% |
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