-40.8%
CMCSA vs FLEX
+499.5%
-540.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.9% |
| 7D | +0.7% | +2.2% | -1.6% | +0.5% |
| 30D | +21.0% | -32.6% | +53.6% | +23.2% |
| 3M | -0.9% | -35.5% | +34.5% | +1.0% |
| 6M | +2.9% | -45.6% | +48.5% | +5.7% |
| YTD | -5.9% | +30.7% | -36.6% | -14.0% |
| 1Y | +2.5% | +28.4% | -25.9% | -6.5% |
| 3Y | -28.3% | +301.7% | -329.9% | -50.0% |
| 5Y | -40.8% | +473.3% | -514.1% | -63.5% |
| All | -40.8% | +499.5% | -540.3% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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