-12.7%
CMCSA vs NTRS
+47.2%
-59.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | +7.0% | +1.7% | +5.3% | +6.9% |
| 3M | +15.1% | +8.9% | +6.2% | +14.2% |
| 6M | -15.4% | +30.6% | -45.9% | -18.0% |
| YTD | -1.9% | +38.7% | -40.6% | -6.7% |
| 1Y | -12.7% | +48.1% | -60.8% | -18.6% |
| All | -12.7% | +47.2% | -59.9% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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