-40.2%
CMCSA vs FIVE
+16.7%
-56.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +3.2% | +2.7% | +0.5% | +2.8% |
| 30D | +19.5% | +12.7% | +6.9% | +17.9% |
| 3M | -2.4% | +2.1% | -4.5% | -2.8% |
| 6M | +3.8% | +17.5% | -13.6% | +1.7% |
| YTD | -5.4% | +31.0% | -36.3% | -8.6% |
| 1Y | +1.1% | +67.7% | -66.6% | -5.0% |
| 3Y | -27.1% | +43.4% | -70.5% | -31.8% |
| All | -40.2% | +16.7% | -56.9% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling