+1,078.6%
CMCSA vs IT
+6,105.9%
-5,027.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.4% |
| 7D | -2.1% | -6.0% | +3.9% | -0.9% |
| 30D | +7.0% | 0.0% | +7.0% | +6.8% |
| 3M | +15.1% | +13.1% | +2.0% | +11.0% |
| 6M | -15.4% | +11.7% | -27.0% | -18.8% |
| YTD | -1.9% | -26.1% | +24.2% | +1.8% |
| 1Y | -12.7% | -21.3% | +8.5% | -11.0% |
| 3Y | -31.0% | -46.7% | +15.7% | -25.1% |
| 5Y | -46.1% | -40.5% | -5.6% | -43.6% |
| 10Y | +10.8% | +103.9% | -93.0% | -12.8% |
| All | +1,078.6% | +6,105.9% | -5,027.2% | +595.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling