+1,153.4%
CMCSA vs FLEX
+7,857.5%
-6,704.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.4% |
| 7D | +0.1% | +7.0% | -6.9% | -1.2% |
| 30D | +3.8% | -5.8% | +9.6% | +4.6% |
| 3M | +12.3% | -24.2% | +36.5% | +16.4% |
| 6M | -15.4% | +90.8% | -106.2% | -28.4% |
| YTD | -2.5% | +89.2% | -91.7% | -17.8% |
| 1Y | -13.4% | +104.7% | -118.1% | -28.7% |
| 3Y | -30.4% | +478.1% | -508.4% | -54.8% |
| 5Y | -45.0% | +726.2% | -771.2% | -67.2% |
| 10Y | +10.2% | +1,060.6% | -1,050.4% | -42.9% |
| All | +1,153.4% | +7,857.5% | -6,704.1% | +310.7% |
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