-35.3%
CMCSA vs NOC
+28.0%
-63.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.5% |
| 7D | -8.3% | -1.6% | -6.7% | -8.1% |
| 30D | -2.4% | -10.4% | +8.0% | -1.2% |
| 3M | +4.5% | -5.6% | +10.1% | +5.2% |
| 6M | -18.8% | -30.4% | +11.6% | -15.8% |
| YTD | -8.9% | -8.5% | -0.5% | -8.5% |
| 1Y | -18.3% | -8.3% | -10.0% | -17.8% |
| All | -35.3% | +28.0% | -63.3% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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