-26.1%
CMCSA vs NET
+1,449.6%
-1,475.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | -2.1% | -7.0% | +4.9% | -1.7% |
| 30D | +7.0% | -4.8% | +11.8% | +7.2% |
| 3M | +15.1% | +3.8% | +11.3% | +14.4% |
| 6M | -15.4% | +50.0% | -65.4% | -18.5% |
| YTD | -1.9% | +41.5% | -43.4% | -5.5% |
| 1Y | -12.7% | +32.8% | -45.5% | -15.7% |
| 3Y | -31.0% | +335.9% | -366.9% | -40.5% |
| 5Y | -46.1% | +113.8% | -159.9% | -54.0% |
| All | -26.1% | +1,449.6% | -1,475.7% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling