-16.0%
CMCSA vs NXT
+181.9%
-198.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | +0.1% | +2.9% | -2.8% | 0.0% |
| 30D | +3.8% | -17.2% | +21.1% | +4.4% |
| 3M | +12.3% | -32.0% | +44.3% | +13.6% |
| 6M | -15.4% | -15.8% | +0.4% | -15.6% |
| YTD | -2.5% | -1.9% | -0.6% | -3.5% |
| 1Y | -13.4% | +22.5% | -35.9% | -15.4% |
| 3Y | -30.4% | +100.5% | -130.9% | -36.0% |
| All | -16.0% | +181.9% | -198.0% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 5y: compounded portfolio wealth divided by compounded NXT 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…
5y analysis · Full analysis span regression · 6 months rolling