+18.4%
CMCSA vs P
+504.9%
-486.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -0.1% |
| 7D | +2.7% | -9.6% | +12.3% | +3.4% |
| 30D | +18.6% | -33.4% | +52.1% | +22.6% |
| 3M | -1.8% | +14.2% | -16.1% | -4.6% |
| 6M | -0.7% | +31.6% | -32.2% | -5.8% |
| YTD | -7.8% | +53.5% | -61.3% | -14.8% |
| 1Y | +0.7% | +14.2% | -13.4% | -4.3% |
| 3Y | -28.0% | +190.5% | -218.5% | -43.0% |
| 5Y | -42.1% | +256.3% | -298.4% | -56.7% |
| 10Y | +8.2% | +707.9% | -699.7% | -31.9% |
| All | +18.4% | +504.9% | -486.5% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling