+345.0%
CMCSA vs FN
+2,575.5%
-2,230.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.2% | +14.6% | +1.7% |
| 7D | +12.0% | -16.0% | +28.0% | +13.4% |
| 30D | +17.5% | -40.1% | +57.6% | +22.4% |
| 3M | +2.4% | -43.9% | +46.3% | +6.6% |
| 6M | -2.9% | -55.6% | +52.7% | +2.5% |
| YTD | -6.2% | -35.7% | +29.5% | -6.3% |
| 1Y | +0.4% | -39.8% | +40.2% | +0.5% |
| 3Y | -30.6% | +80.3% | -110.8% | -42.0% |
| 5Y | -41.2% | +143.3% | -184.5% | -53.8% |
| 10Y | +15.2% | +682.3% | -667.1% | -23.7% |
| All | +345.0% | +2,575.5% | -2,230.6% | +168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling