-27.1%
CMCSA vs NEM
+252.4%
-279.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.5% |
| 7D | +3.2% | -6.4% | +9.6% | +2.9% |
| 30D | +19.5% | +1.4% | +18.1% | +19.6% |
| 3M | -2.4% | -0.7% | -1.7% | -2.4% |
| 6M | +3.8% | -4.5% | +8.3% | +4.0% |
| YTD | -5.4% | +14.0% | -19.4% | -4.8% |
| 1Y | +1.1% | +27.3% | -26.2% | +1.8% |
| 3Y | -27.1% | +250.5% | -277.6% | -27.3% |
| All | -27.1% | +252.4% | -279.5% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling