-18.3%
CMCSA vs FIG
-58.0%
+39.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.3% | -3.4% | -6.5% |
| 7D | -8.3% | -14.5% | +6.2% | -8.0% |
| 30D | -2.4% | -13.3% | +10.9% | -2.3% |
| 3M | +4.5% | +7.4% | -2.9% | +4.1% |
| 6M | -18.8% | -27.8% | +9.0% | -18.6% |
| YTD | -8.9% | -41.1% | +32.2% | -8.0% |
| 1Y | -18.3% | -58.7% | +40.4% | -15.5% |
| All | -18.3% | -58.0% | +39.7% | -15.5% |
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