+1.8%
CMCSA vs FIX
+14.3%
-12.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -15.1% | +20.1% | +3.1% |
| 7D | +15.2% | -18.9% | +34.1% | +12.8% |
| 30D | +17.0% | -36.3% | +53.3% | +12.6% |
| 3M | +1.2% | -38.5% | +39.7% | -2.7% |
| 6M | -5.5% | -42.3% | +36.8% | -8.9% |
| YTD | -6.5% | +17.1% | -23.6% | -5.8% |
| 1Y | +1.8% | +14.4% | -12.6% | +3.0% |
| All | +1.8% | +14.3% | -12.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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