-48.2%
CMCSA vs ICE
+39.3%
-87.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | +4.5% | +11.0% | -6.5% | +1.2% |
| 6M | -18.8% | -5.0% | -13.8% | -17.7% |
| YTD | -8.9% | -2.7% | -6.2% | -8.9% |
| 1Y | -18.3% | -8.6% | -9.7% | -16.6% |
| 3Y | -35.0% | +41.4% | -76.3% | -44.1% |
| 5Y | -48.2% | +39.9% | -88.0% | -57.2% |
| All | -48.2% | +39.3% | -87.5% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling