-40.2%
CMCSA vs P
+279.3%
-319.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.5% |
| 7D | +3.2% | +11.6% | -8.5% | +2.8% |
| 30D | +19.5% | -23.7% | +43.2% | +20.4% |
| 3M | -2.4% | -8.0% | +5.6% | -2.7% |
| 6M | +3.8% | +27.9% | -24.1% | +1.6% |
| YTD | -5.4% | +61.2% | -66.5% | -9.1% |
| 1Y | +1.1% | +28.6% | -27.5% | -1.8% |
| 3Y | -27.1% | +200.5% | -227.6% | -38.3% |
| All | -40.2% | +279.3% | -319.5% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling