-28.0%
CMCSA vs FN
+112.9%
-140.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.9% | -11.4% | +0.7% |
| 7D | +2.7% | +16.3% | -13.6% | +3.1% |
| 30D | +18.6% | -24.7% | +43.4% | +18.7% |
| 3M | -1.8% | -34.9% | +33.1% | -1.8% |
| 6M | -0.7% | -41.1% | +40.4% | -0.5% |
| YTD | -7.8% | -19.6% | +11.8% | -8.9% |
| 1Y | +0.7% | -18.5% | +19.3% | -0.6% |
| 3Y | -28.0% | +119.1% | -147.1% | -39.7% |
| All | -28.0% | +112.9% | -140.8% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling