-42.0%
CMCSA vs FN
+194.7%
-236.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.7% | +1.1% |
| 7D | +4.6% | -4.1% | +8.6% | +4.6% |
| 30D | +19.8% | -28.3% | +48.1% | +20.9% |
| 3M | -0.3% | -33.9% | +33.6% | +0.8% |
| 6M | +0.3% | -43.9% | +44.2% | +1.7% |
| YTD | -6.9% | -23.4% | +16.5% | -8.5% |
| 1Y | +2.6% | -25.4% | +28.0% | +0.8% |
| 3Y | -29.0% | +107.9% | -136.9% | -40.6% |
| 5Y | -42.0% | +195.1% | -237.1% | -56.3% |
| All | -42.0% | +194.7% | -236.7% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling