-35.3%
CMCSA vs ICE
+40.8%
-76.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.4% |
| 7D | -8.3% | -0.9% | -7.4% | -8.1% |
| 30D | -2.4% | +4.0% | -6.4% | -3.2% |
| 3M | +4.5% | +11.0% | -6.5% | +2.3% |
| 6M | -18.8% | -5.0% | -13.8% | -18.0% |
| YTD | -8.9% | -2.7% | -6.2% | -9.0% |
| 1Y | -18.3% | -8.6% | -9.7% | -17.2% |
| All | -35.3% | +40.8% | -76.1% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling