+1.1%
CMCSA vs FIG
-55.0%
+56.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.4% |
| 7D | +3.2% | +3.4% | -0.2% | +3.0% |
| 30D | +19.5% | -9.5% | +29.0% | +19.8% |
| 3M | -2.4% | -26.2% | +23.8% | -1.9% |
| 6M | +3.8% | +2.7% | +1.2% | +4.4% |
| YTD | -5.4% | -48.0% | +42.6% | -2.5% |
| 1Y | +1.1% | -52.0% | +53.2% | +5.4% |
| All | +1.1% | -55.0% | +56.1% | +5.4% |
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