-46.7%
CMCSA vs FLR
+230.6%
-277.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.6% |
| 7D | -5.6% | -6.9% | +1.3% | -4.9% |
| 30D | -1.9% | +1.1% | -3.0% | -2.0% |
| 3M | +6.4% | +14.3% | -7.9% | +4.4% |
| 6M | -16.9% | +19.1% | -36.0% | -19.4% |
| YTD | -6.8% | +35.1% | -41.9% | -11.3% |
| 1Y | -15.9% | +29.5% | -45.4% | -19.8% |
| 3Y | -33.4% | +53.0% | -86.4% | -40.5% |
| 5Y | -46.7% | +238.9% | -285.6% | -61.1% |
| All | -46.7% | +230.6% | -277.3% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling