+244.0%
CMCSA vs FFIV
+6,100.0%
-5,856.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.2% |
| 7D | +2.7% | -2.1% | +4.8% | +2.9% |
| 30D | +18.6% | -33.8% | +52.4% | +24.9% |
| 3M | -1.8% | -20.6% | +18.8% | +0.5% |
| 6M | -0.7% | -10.2% | +9.6% | -0.2% |
| YTD | -7.8% | +24.5% | -32.3% | -12.0% |
| 1Y | +0.7% | +29.3% | -28.6% | -4.4% |
| 3Y | -28.0% | +103.8% | -131.7% | -36.3% |
| 5Y | -42.1% | +40.9% | -83.0% | -46.5% |
| 10Y | +8.2% | +126.6% | -118.4% | -7.5% |
| All | +244.0% | +6,100.0% | -5,856.0% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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