-45.0%
CMCSA vs O
+14.8%
-59.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.1% | -0.6% | +0.7% | +0.4% |
| 30D | +3.8% | -2.0% | +5.8% | +4.7% |
| 3M | +12.3% | +3.0% | +9.3% | +11.0% |
| 6M | -15.4% | -3.6% | -11.7% | -14.0% |
| YTD | -2.5% | +12.1% | -14.5% | -7.0% |
| 1Y | -13.4% | +8.9% | -22.3% | -16.5% |
| 3Y | -30.4% | +30.3% | -60.7% | -38.6% |
| 5Y | -45.0% | +13.7% | -58.7% | -49.0% |
| All | -45.0% | +14.8% | -59.8% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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