+2,120.4%
CMCSA vs NTRS
+7,716.8%
-5,596.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.8% |
| 7D | -5.6% | +0.3% | -5.9% | -5.7% |
| 30D | -1.9% | +0.2% | -2.0% | -2.0% |
| 3M | +6.4% | +13.2% | -6.8% | +0.8% |
| 6M | -16.9% | +36.9% | -53.9% | -27.6% |
| YTD | -6.8% | +39.1% | -45.9% | -19.7% |
| 1Y | -15.9% | +50.4% | -66.3% | -30.0% |
| 3Y | -33.4% | +166.8% | -200.2% | -57.5% |
| 5Y | -46.7% | +92.9% | -139.6% | -62.3% |
| 10Y | +7.0% | +255.7% | -248.6% | -45.0% |
| All | +2,120.4% | +7,716.8% | -5,596.4% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling