-40.2%
CMCSA vs NET
+36.7%
-76.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +5.1% |
| 7D | +15.2% | -16.4% | +31.6% | +16.3% |
| 30D | +17.0% | -25.8% | +42.8% | +18.9% |
| 3M | +1.2% | -11.5% | +12.8% | +1.4% |
| 6M | -5.5% | +18.9% | -24.4% | -7.8% |
| YTD | -6.5% | +35.2% | -41.8% | -10.3% |
| 1Y | +1.8% | +14.5% | -12.7% | -1.0% |
| 3Y | -30.8% | +313.8% | -344.7% | -41.2% |
| 5Y | -40.2% | +32.6% | -72.7% | -51.0% |
| All | -40.2% | +36.7% | -76.9% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 5y: compounded portfolio wealth divided by compounded NET 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…
5y analysis · Full analysis span regression · 6 months rolling