-44.8%
CMCSA vs FIVE
+31.2%
-76.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.1% |
| 7D | -2.1% | +4.3% | -6.4% | -2.6% |
| 30D | +7.0% | +12.5% | -5.5% | +5.6% |
| 3M | +15.1% | +31.2% | -16.1% | +11.6% |
| 6M | -15.4% | +14.4% | -29.7% | -16.9% |
| YTD | -1.9% | +33.9% | -35.8% | -5.4% |
| 1Y | -12.7% | +65.1% | -77.8% | -18.0% |
| 3Y | -31.0% | +49.0% | -80.0% | -35.8% |
| All | -44.8% | +31.2% | -76.1% | -49.7% |
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