+2,236.9%
CMCSA vs NSC
+5,745.4%
-3,508.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.1% | -5.5% | +3.4% | 0.0% |
| 30D | +7.0% | -3.2% | +10.2% | +8.3% |
| 3M | +15.1% | +7.7% | +7.4% | +11.6% |
| 6M | -15.4% | +4.5% | -19.9% | -17.1% |
| YTD | -1.9% | +15.6% | -17.5% | -7.5% |
| 1Y | -12.7% | +19.8% | -32.6% | -18.9% |
| 3Y | -31.0% | +70.1% | -101.1% | -44.7% |
| 5Y | -46.1% | +46.1% | -92.2% | -55.0% |
| 10Y | +10.8% | +328.1% | -317.2% | -40.3% |
| All | +2,236.9% | +5,745.4% | -3,508.5% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling