-18.4%
CMCSA vs CTVA
+223.3%
-241.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -2.1% | +4.9% | -7.0% | -3.5% |
| 30D | +7.0% | +11.9% | -4.9% | +3.6% |
| 3M | +15.1% | +13.7% | +1.4% | +10.4% |
| 6M | -15.4% | +13.1% | -28.5% | -19.0% |
| YTD | -1.9% | +32.0% | -33.9% | -10.5% |
| 1Y | -12.7% | +22.1% | -34.8% | -18.8% |
| 3Y | -31.0% | +77.5% | -108.5% | -43.9% |
| 5Y | -46.1% | +106.3% | -152.4% | -59.2% |
| All | -18.4% | +223.3% | -241.7% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling