+2,154.1%
CMCSA vs JCI
+2,244.0%
-89.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.7% | +2.1% |
| 7D | +3.2% | +3.2% | 0.0% | +2.2% |
| 30D | +19.5% | -8.6% | +28.1% | +21.6% |
| 3M | -2.4% | -7.7% | +5.3% | -1.3% |
| 6M | +3.8% | -2.6% | +6.4% | +2.7% |
| YTD | -5.4% | +17.4% | -22.7% | -11.6% |
| 1Y | +1.1% | +16.9% | -15.8% | -5.5% |
| 3Y | -27.1% | +186.7% | -213.9% | -48.1% |
| 5Y | -40.3% | +95.4% | -135.7% | -53.3% |
| 10Y | +6.0% | +292.7% | -286.8% | -33.4% |
| All | +2,154.1% | +2,244.0% | -89.9% | +469.4% |
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