-48.2%
CMCSA vs JCI
+111.9%
-160.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.0% | -5.6% | -6.4% |
| 7D | -8.3% | +4.1% | -12.4% | -9.1% |
| 30D | -2.4% | -3.8% | +1.4% | -1.6% |
| 3M | +4.5% | -1.6% | +6.2% | +4.5% |
| 6M | -18.8% | +9.5% | -28.3% | -21.5% |
| YTD | -8.9% | +21.7% | -30.7% | -14.9% |
| 1Y | -18.3% | +37.1% | -55.4% | -26.5% |
| 3Y | -35.0% | +165.2% | -200.1% | -53.2% |
| 5Y | -48.2% | +110.3% | -158.4% | -61.5% |
| All | -48.2% | +111.9% | -160.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling