-12.7%
CMCSA vs NSC
+20.4%
-33.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.1% | -5.5% | +3.4% | -0.1% |
| 30D | +7.0% | -3.2% | +10.2% | +8.3% |
| 3M | +15.1% | +7.7% | +7.4% | +10.3% |
| 6M | -15.4% | +4.5% | -19.9% | -18.8% |
| YTD | -1.9% | +15.6% | -17.5% | -8.8% |
| 1Y | -12.7% | +19.8% | -32.6% | -18.3% |
| All | -12.7% | +20.4% | -33.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling