+366.8%
CMCSA vs ICE
+2,591.0%
-2,224.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.4% |
| 7D | -0.6% | +2.2% | -2.8% | -1.2% |
| 30D | +18.8% | +13.7% | +5.1% | +14.5% |
| 3M | -1.1% | +17.9% | -19.0% | -5.7% |
| 6M | +2.5% | +15.0% | -12.4% | -1.7% |
| YTD | -6.7% | +10.9% | -17.7% | -10.1% |
| 1Y | 0.0% | +17.0% | -17.0% | -5.2% |
| 3Y | -28.9% | +68.2% | -97.1% | -39.7% |
| 5Y | -41.1% | +40.4% | -81.6% | -47.9% |
| 10Y | +4.5% | +259.3% | -254.8% | -29.5% |
| All | +366.8% | +2,591.0% | -2,224.2% | +101.7% |
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