+1,109.5%
CMCSA vs FLEX
+5,397.3%
-4,287.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.4% |
| 7D | +0.7% | +2.2% | -1.6% | -0.1% |
| 30D | +21.0% | -32.6% | +53.6% | +28.0% |
| 3M | -0.9% | -35.5% | +34.5% | +5.0% |
| 6M | +2.9% | -45.6% | +48.5% | +10.8% |
| YTD | -5.9% | +30.7% | -36.6% | -16.8% |
| 1Y | +2.5% | +28.4% | -25.9% | -9.4% |
| 3Y | -28.3% | +301.7% | -329.9% | -50.9% |
| 5Y | -40.8% | +473.3% | -514.1% | -62.9% |
| 10Y | +5.4% | +651.7% | -646.3% | -41.9% |
| All | +1,109.5% | +5,397.3% | -4,287.8% | +316.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling