-15.6%
CMCSA vs FERG
+1.0%
-16.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -4.9% | -2.6% | -2.3% | -4.5% |
| 30D | -1.1% | -8.9% | +7.8% | +0.1% |
| 3M | +6.6% | -2.0% | +8.6% | +6.6% |
| 6M | -15.5% | -3.2% | -12.3% | -15.2% |
| YTD | -6.7% | +1.5% | -8.2% | -6.7% |
| 1Y | -15.6% | +0.5% | -16.1% | -14.9% |
| All | -15.6% | +1.0% | -16.6% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling