-7.1%
CMCSA vs IR
+288.5%
-295.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.0% |
| 7D | -2.1% | -2.8% | +0.7% | -1.3% |
| 30D | +7.0% | -15.1% | +22.2% | +12.2% |
| 3M | +15.1% | +6.1% | +9.0% | +12.6% |
| 6M | -15.4% | -16.8% | +1.5% | -11.3% |
| YTD | -1.9% | -3.5% | +1.6% | -2.0% |
| 1Y | -12.7% | -3.5% | -9.2% | -13.1% |
| 3Y | -31.0% | +9.5% | -40.5% | -35.5% |
| 5Y | -46.1% | +45.1% | -91.2% | -54.6% |
| All | -7.1% | +288.5% | -295.6% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling