+2,141.5%
CMCSA vs JCI
+2,332.8%
-191.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.5% | -1.4% | +0.4% |
| 7D | +0.7% | +2.9% | -2.2% | -0.2% |
| 30D | +21.0% | -6.9% | +27.9% | +22.5% |
| 3M | -0.9% | -6.3% | +5.4% | -0.2% |
| 6M | +2.9% | +2.6% | +0.3% | +0.4% |
| YTD | -5.9% | +21.8% | -27.7% | -12.9% |
| 1Y | +2.5% | +19.6% | -17.2% | -4.8% |
| 3Y | -28.3% | +194.9% | -223.2% | -49.3% |
| 5Y | -40.8% | +108.1% | -148.9% | -54.5% |
| 10Y | +5.4% | +307.6% | -302.2% | -34.4% |
| All | +2,141.5% | +2,332.8% | -191.3% | +460.6% |
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