-40.6%
CMCSA vs JCI
+106.8%
-147.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.6% |
| 7D | +0.7% | +2.9% | -2.2% | +0.1% |
| 30D | +21.0% | -6.9% | +27.9% | +22.1% |
| 3M | -0.9% | -6.3% | +5.4% | -0.3% |
| 6M | +2.9% | +2.6% | +0.3% | +0.7% |
| YTD | -5.9% | +21.8% | -27.7% | -12.7% |
| 1Y | +2.5% | +19.6% | -17.2% | -4.5% |
| 3Y | -28.3% | +194.9% | -223.2% | -50.4% |
| All | -40.6% | +106.8% | -147.4% | -55.7% |
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 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