-47.2%
CMCSA vs NRG
+194.8%
-242.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -4.9% | -4.7% | -0.2% | -4.6% |
| 30D | -1.1% | -6.0% | +4.9% | -0.7% |
| 3M | +6.6% | -8.0% | +14.5% | +6.5% |
| 6M | -15.5% | -23.2% | +7.7% | -14.4% |
| YTD | -6.7% | -28.1% | +21.4% | -5.2% |
| 1Y | -15.6% | -27.3% | +11.7% | -14.6% |
| 3Y | -33.7% | +208.7% | -242.3% | -51.7% |
| All | -47.2% | +194.8% | -242.0% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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