-42.1%
CMCSA vs FIX
+933.9%
-976.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.7% | -2.4% |
| 7D | +5.0% | -17.5% | +22.5% | +5.6% |
| 30D | +16.5% | -41.6% | +58.0% | +18.9% |
| 3M | -1.6% | -40.6% | +39.0% | +0.3% |
| 6M | -5.0% | -49.4% | +44.3% | -2.5% |
| YTD | -8.3% | +9.2% | -17.4% | -12.3% |
| 1Y | +0.4% | +6.5% | -6.1% | -4.0% |
| 3Y | -31.0% | +448.7% | -479.7% | -52.5% |
| All | -42.1% | +933.9% | -976.0% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling