-35.3%
CMCSA vs NEM
+248.5%
-283.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.3% | -7.9% | -6.6% |
| 7D | -8.3% | +3.1% | -11.3% | -8.2% |
| 30D | -2.4% | +10.0% | -12.4% | -2.0% |
| 3M | +4.5% | +30.9% | -26.4% | +5.8% |
| 6M | -18.8% | +10.5% | -29.3% | -18.0% |
| YTD | -8.9% | +29.7% | -38.7% | -8.1% |
| 1Y | -18.3% | +71.1% | -89.4% | -17.8% |
| All | -35.3% | +248.5% | -283.8% | -36.3% |
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