-33.8%
CMCSA vs ITW
+18.9%
-52.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | -5.6% | -2.4% | -3.2% | -4.3% |
| 30D | -1.9% | -9.5% | +7.7% | +3.5% |
| 3M | +6.4% | +6.6% | -0.2% | +2.9% |
| 6M | -16.9% | -1.8% | -15.2% | -16.1% |
| YTD | -6.8% | +9.0% | -15.8% | -11.5% |
| 1Y | -15.9% | +3.6% | -19.5% | -18.0% |
| All | -33.8% | +18.9% | -52.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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