-33.8%
CMCSA vs FERG
+50.8%
-84.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | -5.6% | -1.0% | -4.5% | -5.4% |
| 30D | -1.9% | -11.8% | +9.9% | +0.1% |
| 3M | +6.4% | -1.2% | +7.7% | +6.4% |
| 6M | -16.9% | -2.3% | -14.6% | -16.9% |
| YTD | -6.8% | +0.8% | -7.6% | -7.3% |
| 1Y | -15.9% | +0.5% | -16.4% | -16.5% |
| All | -33.8% | +50.8% | -84.6% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling