+373.5%
CMCSA vs ICE
+2,600.8%
-2,227.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +3.2% | +3.6% | -0.5% | +2.1% |
| 30D | +19.5% | +15.1% | +4.4% | +14.8% |
| 3M | -2.4% | +15.4% | -17.8% | -6.3% |
| 6M | +3.8% | +16.1% | -12.3% | -0.7% |
| YTD | -5.4% | +11.4% | -16.7% | -8.9% |
| 1Y | +1.1% | +18.5% | -17.3% | -4.4% |
| 3Y | -27.1% | +70.5% | -97.7% | -38.5% |
| 5Y | -40.3% | +40.9% | -81.2% | -47.2% |
| 10Y | +6.0% | +260.6% | -254.6% | -28.6% |
| All | +373.5% | +2,600.8% | -2,227.3% | +104.5% |
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 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