+1.8%
CMCSA vs ICE
+21.0%
-19.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.3% | +2.7% | +4.3% |
| 7D | +15.2% | +12.2% | +3.0% | +12.0% |
| 30D | +17.0% | +15.0% | +2.0% | +13.3% |
| 3M | +1.2% | +17.6% | -16.4% | -2.2% |
| 6M | -5.5% | +12.6% | -18.1% | -8.4% |
| YTD | -6.5% | +9.1% | -15.7% | -10.1% |
| 1Y | +1.8% | +20.6% | -18.8% | -8.0% |
| All | +1.8% | +21.0% | -19.2% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling