-27.1%
CMCSA vs FLR
+35.7%
-62.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.5% |
| 7D | +3.2% | +5.4% | -2.2% | +2.9% |
| 30D | +19.5% | +2.8% | +16.7% | +19.4% |
| 3M | -2.4% | -6.4% | +4.0% | -2.1% |
| 6M | +3.8% | +8.8% | -4.9% | +2.6% |
| YTD | -5.4% | +23.6% | -29.0% | -8.2% |
| 1Y | +1.1% | +13.8% | -12.7% | -1.1% |
| 3Y | -27.1% | +36.5% | -63.6% | -33.6% |
| All | -27.1% | +35.7% | -62.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling