-33.7%
CMCSA vs FRSH
-46.4%
+12.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.9% | -6.6% | +1.7% | -4.1% |
| 30D | -1.1% | +2.1% | -3.2% | -1.4% |
| 3M | +6.6% | +29.0% | -22.4% | +3.7% |
| 6M | -15.5% | +48.6% | -64.1% | -19.1% |
| YTD | -6.7% | -2.9% | -3.7% | -6.6% |
| 1Y | -15.6% | -7.9% | -7.7% | -15.1% |
| 3Y | -33.7% | -46.5% | +12.8% | -31.0% |
| All | -33.7% | -46.4% | +12.7% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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