+390.9%
CMCSA vs ICE
+2,331.7%
-1,940.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | +7.0% | +7.6% | -0.6% | +4.8% |
| 3M | +15.1% | +13.9% | +1.2% | +10.6% |
| 6M | -15.4% | -2.4% | -13.0% | -15.1% |
| YTD | -1.9% | +0.3% | -2.2% | -2.7% |
| 1Y | -12.7% | -6.4% | -6.3% | -11.8% |
| 3Y | -31.0% | +43.1% | -74.1% | -38.8% |
| 5Y | -46.1% | +42.1% | -88.2% | -52.5% |
| 10Y | +10.8% | +220.9% | -210.1% | -22.9% |
| All | +390.9% | +2,331.7% | -1,940.8% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling