+2,121.8%
CMCSA vs NOC
+17,556.4%
-15,434.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -0.6% | +4.5% | -5.1% | -1.8% |
| 30D | +18.8% | +14.1% | +4.7% | +14.2% |
| 3M | -1.1% | -4.5% | +3.3% | -0.1% |
| 6M | +2.5% | -0.8% | +3.3% | +2.2% |
| YTD | -6.7% | -2.5% | -4.2% | -7.2% |
| 1Y | 0.0% | -0.1% | 0.0% | -1.3% |
| 3Y | -28.9% | +24.6% | -53.5% | -35.2% |
| 5Y | -41.1% | +65.6% | -106.7% | -52.1% |
| 10Y | +4.5% | +160.5% | -156.1% | -27.8% |
| All | +2,121.8% | +17,556.4% | -15,434.6% | +410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling