-19.1%
CMCSA vs NTR
+103.7%
-122.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.7% | -6.6% |
| 7D | -8.3% | +0.5% | -8.8% | -8.4% |
| 30D | -2.4% | +21.7% | -24.2% | -6.7% |
| 3M | +4.5% | +22.8% | -18.3% | -0.5% |
| 6M | -18.8% | +8.2% | -27.0% | -20.9% |
| YTD | -8.9% | +32.9% | -41.9% | -15.9% |
| 1Y | -18.3% | +45.3% | -63.6% | -26.5% |
| 3Y | -35.0% | +41.7% | -76.6% | -42.0% |
| 5Y | -48.2% | +49.8% | -98.0% | -57.8% |
| All | -19.1% | +103.7% | -122.8% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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