+2,236.9%
CMCSA vs JCI
+2,331.5%
-94.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -2.1% | +3.8% | -5.9% | -3.1% |
| 30D | +7.0% | -5.7% | +12.7% | +8.6% |
| 3M | +15.1% | -1.4% | +16.5% | +14.9% |
| 6M | -15.4% | +4.1% | -19.5% | -17.2% |
| YTD | -1.9% | +21.7% | -23.6% | -8.4% |
| 1Y | -12.7% | +36.1% | -48.8% | -21.2% |
| 3Y | -31.0% | +154.4% | -185.4% | -48.7% |
| 5Y | -46.1% | +112.0% | -158.1% | -58.4% |
| 10Y | +10.8% | +322.2% | -311.4% | -31.1% |
| All | +2,236.9% | +2,331.5% | -94.6% | +490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling