+1,359.4%
CMCSA vs O
+5,221.5%
-3,862.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +3.2% | -0.4% | +3.5% | +3.3% |
| 30D | +19.5% | +7.1% | +12.4% | +16.5% |
| 3M | -2.4% | -5.2% | +2.8% | -0.3% |
| 6M | +3.8% | -1.8% | +5.6% | +4.7% |
| YTD | -5.4% | +9.1% | -14.4% | -8.5% |
| 1Y | +1.1% | +9.7% | -8.6% | -2.4% |
| 3Y | -27.1% | +39.1% | -66.3% | -36.4% |
| 5Y | -40.3% | +8.4% | -48.6% | -43.0% |
| 10Y | +6.0% | +80.2% | -74.2% | -22.4% |
| All | +1,359.4% | +5,221.5% | -3,862.1% | +281.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling