-29.2%
CMCSA vs FIX
+782.4%
-811.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -2.1% | +6.0% | -8.1% | -2.1% |
| 30D | +7.0% | -7.2% | +14.3% | +7.0% |
| 3M | +15.1% | -15.9% | +30.9% | +15.3% |
| 6M | -15.4% | +12.7% | -28.1% | -15.8% |
| YTD | -1.9% | +72.8% | -74.7% | -3.7% |
| 1Y | -12.7% | +122.9% | -135.6% | -15.2% |
| All | -29.2% | +782.4% | -811.6% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling