-46.7%
CMCSA vs OTIS
-19.0%
-27.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.2% |
| 7D | -5.6% | -5.0% | -0.5% | -3.5% |
| 30D | -1.9% | -6.5% | +4.6% | +0.9% |
| 3M | +6.4% | -2.0% | +8.4% | +7.2% |
| 6M | -16.9% | -20.2% | +3.3% | -9.0% |
| YTD | -6.8% | -21.0% | +14.2% | +2.1% |
| 1Y | -15.9% | -20.9% | +5.0% | -7.9% |
| 3Y | -33.4% | -13.3% | -20.1% | -32.2% |
| 5Y | -46.7% | -18.5% | -28.2% | -48.0% |
| All | -46.7% | -19.0% | -27.7% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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