-8.5%
CMCSA vs IRE
-97.2%
+88.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +39.6% | -41.8% | -1.2% |
| 7D | +5.0% | -27.2% | +32.2% | +4.8% |
| 30D | +16.5% | -75.1% | +91.6% | +14.4% |
| 3M | -1.6% | -77.9% | +76.3% | -3.2% |
| 6M | -5.0% | -94.6% | +89.5% | -6.6% |
| YTD | -8.3% | -91.5% | +83.3% | -8.8% |
| 1Y | +0.4% | -97.8% | +98.2% | +1.4% |
| All | -8.5% | -97.2% | +88.7% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling