+2,141.5%
CMCSA vs GEN
+8,834.5%
-6,693.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | +0.7% | -0.8% | +1.5% | +0.8% |
| 30D | +21.0% | +31.2% | -10.2% | +15.2% |
| 3M | -0.9% | +6.1% | -7.0% | -2.4% |
| 6M | +2.9% | +38.1% | -35.2% | -3.4% |
| YTD | -5.9% | +14.4% | -20.3% | -9.3% |
| 1Y | +2.5% | +15.1% | -12.7% | -1.3% |
| 3Y | -28.3% | +68.5% | -96.8% | -35.7% |
| 5Y | -40.8% | +35.8% | -76.6% | -45.7% |
| 10Y | +5.4% | +155.4% | -150.0% | -17.2% |
| All | +2,141.5% | +8,834.5% | -6,693.0% | +552.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling