-17.1%
CMCSA vs OPEN
-87.3%
+70.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | +0.9% |
| 7D | +0.7% | -31.1% | +31.7% | +2.2% |
| 30D | +21.0% | -34.7% | +55.7% | +23.0% |
| 3M | -0.9% | -61.9% | +60.9% | +2.9% |
| 6M | +2.9% | -71.9% | +74.8% | +8.0% |
| YTD | -5.9% | -76.6% | +70.7% | -1.0% |
| 1Y | +2.5% | -83.9% | +86.4% | +9.4% |
| 3Y | -28.3% | -34.4% | +6.1% | -34.0% |
| 5Y | -40.8% | -93.9% | +53.2% | -43.6% |
| All | -17.1% | -87.3% | +70.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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