+1.8%
CMCSA vs FIG
-52.3%
+54.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.2% | -0.2% | +4.8% |
| 7D | +15.2% | -4.7% | +19.9% | +15.3% |
| 30D | +17.0% | +0.5% | +16.5% | +16.9% |
| 3M | +1.2% | -18.4% | +19.6% | +1.2% |
| 6M | -5.5% | +10.9% | -16.4% | -5.3% |
| YTD | -6.5% | -40.8% | +34.2% | -6.0% |
| 1Y | +1.8% | -51.7% | +53.5% | +2.4% |
| All | +1.8% | -52.3% | +54.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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