+0.4%
CMCSA vs FIX
+3.4%
-3.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.7% | -1.6% |
| 7D | +5.0% | -17.5% | +22.5% | +2.9% |
| 30D | +16.5% | -41.6% | +58.0% | +10.9% |
| 3M | -1.6% | -40.6% | +39.0% | -6.1% |
| 6M | -5.0% | -49.4% | +44.3% | -9.5% |
| YTD | -8.3% | +9.2% | -17.4% | -7.1% |
| 1Y | +0.4% | +6.5% | -6.1% | +2.3% |
| All | +0.4% | +3.4% | -3.0% | +2.3% |
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