-29.2%
CMCSA vs P
+158.6%
-187.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.6% |
| 7D | -2.1% | +6.5% | -8.6% | -2.2% |
| 30D | +7.0% | +18.8% | -11.8% | +6.8% |
| 3M | +15.1% | +26.7% | -11.7% | +14.8% |
| 6M | -15.4% | +62.2% | -77.5% | -16.2% |
| YTD | -1.9% | +48.5% | -50.4% | -2.8% |
| 1Y | -12.7% | +26.4% | -39.1% | -13.5% |
| All | -29.2% | +158.6% | -187.8% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 3y: compounded portfolio wealth divided by compounded P 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…
3y analysis · Full analysis span regression · 6 months rolling