-15.4%
CMCSA vs FIG
-78.1%
+62.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +4.9% | +1.1% |
| 7D | +4.6% | -11.4% | +16.0% | +4.8% |
| 30D | +19.8% | -17.2% | +37.0% | +20.2% |
| 3M | -0.3% | -26.6% | +26.4% | 0.0% |
| 6M | +0.3% | -9.8% | +10.1% | +0.6% |
| YTD | -6.9% | -50.1% | +43.2% | -6.6% |
| 1Y | +2.6% | -58.1% | +60.7% | +2.8% |
| All | -15.4% | -78.1% | +62.7% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling