-13.6%
CMCSA vs OPEN
-70.7%
+57.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -2.1% | -4.3% | +2.1% | -1.9% |
| 30D | +7.0% | -16.2% | +23.3% | +7.8% |
| 3M | +15.1% | -36.4% | +51.5% | +17.0% |
| 6M | -15.4% | -35.5% | +20.1% | -14.2% |
| YTD | -1.9% | -46.0% | +44.1% | -0.1% |
| 1Y | -12.7% | -47.1% | +34.4% | -12.7% |
| 3Y | -31.0% | -19.0% | -12.0% | -36.4% |
| 5Y | -46.1% | -83.6% | +37.5% | -50.6% |
| All | -13.6% | -70.7% | +57.1% | -26.1% |
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