-30.4%
CMCSA vs IT
-51.4%
+21.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | +0.4% |
| 7D | +0.1% | -9.1% | +9.2% | +1.3% |
| 30D | +3.8% | -7.0% | +10.8% | +4.6% |
| 3M | +12.3% | +7.6% | +4.7% | +10.3% |
| 6M | -15.4% | +2.1% | -17.5% | -16.5% |
| YTD | -2.5% | -31.6% | +29.1% | +2.0% |
| 1Y | -13.4% | -29.9% | +16.5% | -10.0% |
| 3Y | -30.4% | -51.3% | +20.9% | -23.5% |
| All | -30.4% | -51.4% | +21.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling