+0.4%
CMCSA vs FN
-33.3%
+33.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.9% | -1.1% |
| 7D | +5.0% | 0.0% | +5.1% | +5.4% |
| 30D | +16.5% | -34.3% | +50.8% | +13.3% |
| 3M | -1.6% | -39.9% | +38.3% | -4.6% |
| 6M | -5.0% | -51.8% | +46.8% | -8.8% |
| YTD | -8.3% | -28.1% | +19.9% | -7.6% |
| 1Y | +0.4% | -29.1% | +29.5% | +2.3% |
| All | +0.4% | -33.3% | +33.7% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling