-44.7%
CMCSA vs GEN
+25.8%
-70.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | -2.1% | -1.2% | -0.9% | -1.8% |
| 30D | +7.0% | +10.1% | -3.1% | +4.4% |
| 3M | +15.1% | +16.1% | -1.0% | +10.6% |
| 6M | -15.4% | +38.9% | -54.2% | -22.5% |
| YTD | -1.9% | +14.4% | -16.3% | -5.3% |
| 1Y | -12.7% | +5.9% | -18.6% | -13.8% |
| 3Y | -31.0% | +58.8% | -89.8% | -39.4% |
| All | -44.7% | +25.8% | -70.5% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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