-5.6%
CMCSA vs IRE
-98.1%
+92.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.4% | +15.8% | +1.1% |
| 7D | +3.2% | -31.8% | +35.0% | +2.3% |
| 30D | +19.5% | -71.8% | +91.3% | +17.3% |
| 3M | -2.4% | -88.9% | +86.5% | -5.4% |
| 6M | +3.8% | -95.4% | +99.2% | +1.4% |
| YTD | -5.4% | -94.2% | +88.9% | -6.7% |
| 1Y | +1.1% | -97.1% | +98.2% | -0.2% |
| All | -5.6% | -98.1% | +92.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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