-18.3%
CMCSA vs FIVE
+64.7%
-83.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.7% | -3.9% | -6.4% |
| 7D | -8.3% | +1.7% | -9.9% | -8.4% |
| 30D | -2.4% | +5.0% | -7.4% | -2.7% |
| 3M | +4.5% | +29.5% | -25.0% | +2.9% |
| 6M | -18.8% | +12.4% | -31.2% | -19.0% |
| YTD | -8.9% | +31.2% | -40.1% | -9.8% |
| 1Y | -18.3% | +72.9% | -91.2% | -19.8% |
| All | -18.3% | +64.7% | -83.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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