-35.3%
CMCSA vs NSC
+75.0%
-110.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.1% |
| 7D | -8.3% | -2.0% | -6.2% | -7.5% |
| 30D | -2.4% | -3.2% | +0.8% | -1.2% |
| 3M | +4.5% | +3.9% | +0.6% | +2.4% |
| 6M | -18.8% | +7.8% | -26.6% | -21.6% |
| YTD | -8.9% | +13.4% | -22.3% | -13.9% |
| 1Y | -18.3% | +20.3% | -38.6% | -24.6% |
| All | -35.3% | +75.0% | -110.3% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling