-40.2%
CMCSA vs ICE
+40.5%
-80.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +3.2% | +3.6% | -0.5% | +1.9% |
| 30D | +19.5% | +15.1% | +4.4% | +14.2% |
| 3M | -2.4% | +15.4% | -17.8% | -6.8% |
| 6M | +3.8% | +16.1% | -12.3% | -1.1% |
| YTD | -5.4% | +11.4% | -16.7% | -9.3% |
| 1Y | +1.1% | +18.5% | -17.3% | -5.3% |
| 3Y | -27.1% | +70.5% | -97.7% | -41.7% |
| All | -40.2% | +40.5% | -80.7% | -51.5% |
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 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