-41.1%
CMCSA vs FIX
+1,055.8%
-1,096.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.8% |
| 7D | -0.6% | +17.0% | -17.6% | -1.1% |
| 30D | +18.8% | -30.6% | +49.4% | +20.4% |
| 3M | -1.1% | -35.0% | +33.9% | +0.5% |
| 6M | +2.5% | -44.0% | +46.5% | +5.0% |
| YTD | -6.7% | +21.1% | -27.9% | -11.1% |
| 1Y | 0.0% | +16.3% | -16.3% | -4.6% |
| 3Y | -28.9% | +507.4% | -536.3% | -51.3% |
| 5Y | -41.1% | +1,052.1% | -1,093.2% | -67.5% |
| All | -41.1% | +1,055.8% | -1,096.9% | -67.5% |
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 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