-30.7%
CMCSA vs JCI
+166.0%
-196.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +0.1% | +5.1% | -5.0% | -0.6% |
| 30D | +3.8% | -3.8% | +7.7% | +4.4% |
| 3M | +12.3% | +1.9% | +10.4% | +11.6% |
| 6M | -15.4% | +11.2% | -26.6% | -17.7% |
| YTD | -2.5% | +22.9% | -25.4% | -7.5% |
| 1Y | -13.4% | +37.4% | -50.7% | -20.0% |
| All | -30.7% | +166.0% | -196.7% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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