+2.5%
CMCSA vs NXT
-26.8%
+29.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.1% | -1.1% |
| 7D | -0.6% | -6.0% | +5.4% | -0.8% |
| 30D | +18.8% | +5.4% | +13.3% | +19.1% |
| 3M | -1.1% | -9.7% | +8.6% | -1.8% |
| 6M | +2.5% | -25.3% | +27.9% | +1.2% |
| All | +2.5% | -26.8% | +29.3% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling