-31.0%
CMCSA vs IR
+27.4%
-58.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | +5.0% | +3.7% | +1.4% | +4.2% |
| 30D | +16.5% | +7.4% | +9.0% | +14.5% |
| 3M | -1.6% | -5.9% | +4.3% | -0.5% |
| 6M | -5.0% | +5.6% | -10.6% | -6.6% |
| YTD | -8.3% | +4.8% | -13.1% | -10.2% |
| 1Y | +0.4% | +6.9% | -6.5% | -2.3% |
| 3Y | -31.0% | +27.6% | -58.5% | -37.7% |
| All | -31.0% | +27.4% | -58.3% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling