+2.5%
CMCSA vs FIX
+21.5%
-19.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.0% | -3.9% | +1.7% |
| 7D | +0.7% | +6.4% | -5.8% | +1.6% |
| 30D | +21.0% | -29.1% | +50.1% | +17.7% |
| 3M | -0.9% | -31.1% | +30.2% | -3.7% |
| 6M | +2.9% | -42.8% | +45.7% | -0.2% |
| YTD | -5.9% | +24.6% | -30.5% | -3.4% |
| 1Y | +2.5% | +21.9% | -19.5% | +5.4% |
| All | +2.5% | +21.5% | -19.1% | +5.4% |
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