-45.0%
CMCSA vs IR
+46.5%
-91.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +3.8% | -13.6% | +17.4% | +8.3% |
| 3M | +12.3% | +3.7% | +8.6% | +10.6% |
| 6M | -15.4% | -13.1% | -2.3% | -12.4% |
| YTD | -2.5% | -5.1% | +2.6% | -2.2% |
| 1Y | -13.4% | -6.5% | -6.9% | -13.0% |
| 3Y | -30.4% | +8.5% | -38.9% | -36.3% |
| 5Y | -45.0% | +43.3% | -88.3% | -58.3% |
| All | -45.0% | +46.5% | -91.5% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling