-11.4%
CMCSA vs FIG
-73.2%
+61.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | -0.6% |
| 7D | +0.1% | -16.4% | +16.5% | +0.3% |
| 30D | +3.8% | -2.3% | +6.1% | +3.7% |
| 3M | +12.3% | +7.8% | +4.5% | +12.1% |
| 6M | -15.4% | -21.8% | +6.5% | -15.4% |
| YTD | -2.5% | -39.1% | +36.6% | -2.5% |
| 1Y | -13.4% | -56.6% | +43.3% | -13.1% |
| All | -11.4% | -73.2% | +61.9% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling