+244.0%
CMCSA vs FLR
+603.8%
-359.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.1% |
| 7D | -2.1% | +5.4% | -7.5% | -3.2% |
| 30D | +7.0% | +11.4% | -4.4% | +4.2% |
| 3M | +15.1% | +11.4% | +3.7% | +11.2% |
| 6M | -15.4% | +16.6% | -32.0% | -19.7% |
| YTD | -1.9% | +41.7% | -43.6% | -10.9% |
| 1Y | -12.7% | +35.4% | -48.1% | -20.5% |
| 3Y | -31.0% | +57.3% | -88.3% | -41.8% |
| 5Y | -46.1% | +241.0% | -287.1% | -63.1% |
| 10Y | +10.8% | +16.6% | -5.8% | -18.4% |
| All | +244.0% | +603.8% | -359.8% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling