+2,123.1%
CMCSA vs ITW
+9,520.7%
-7,397.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -4.9% | -0.7% | -4.1% | -4.5% |
| 30D | -1.1% | -8.3% | +7.3% | +3.3% |
| 3M | +6.6% | +6.0% | +0.5% | +3.5% |
| 6M | -15.5% | 0.0% | -15.5% | -15.7% |
| YTD | -6.7% | +10.2% | -16.9% | -11.5% |
| 1Y | -15.6% | +3.2% | -18.8% | -17.5% |
| 3Y | -33.7% | +21.0% | -54.7% | -40.3% |
| 5Y | -46.6% | +37.9% | -84.6% | -55.4% |
| 10Y | +7.1% | +193.2% | -186.1% | -39.9% |
| All | +2,123.1% | +9,520.7% | -7,397.6% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling