-31.0%
CMCSA vs FICO
-24.3%
-6.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +5.0% | -0.9% | +6.0% | +5.1% |
| 30D | +16.5% | +3.3% | +13.1% | +16.1% |
| 3M | -1.6% | -31.7% | +30.1% | +0.8% |
| 6M | -5.0% | -34.0% | +28.9% | -2.1% |
| YTD | -8.3% | -58.3% | +50.1% | -2.3% |
| 1Y | +0.4% | -57.9% | +58.3% | +6.8% |
| 3Y | -31.0% | -24.1% | -6.9% | -25.5% |
| All | -31.0% | -24.3% | -6.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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