-42.1%
CMCSA vs IR
+44.3%
-86.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | +5.0% | +3.7% | +1.4% | +3.9% |
| 30D | +16.5% | +7.4% | +9.0% | +13.9% |
| 3M | -1.6% | -5.9% | +4.3% | -0.2% |
| 6M | -5.0% | +5.6% | -10.6% | -7.1% |
| YTD | -8.3% | +4.8% | -13.1% | -10.8% |
| 1Y | +0.4% | +6.9% | -6.5% | -3.1% |
| 3Y | -31.0% | +27.6% | -58.5% | -39.9% |
| All | -42.1% | +44.3% | -86.4% | -54.5% |
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