-28.2%
CMCSA vs RACE
+23.0%
-51.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.4% |
| 7D | -0.6% | -4.0% | +3.4% | +0.2% |
| 30D | +18.8% | +3.5% | +15.2% | +18.0% |
| 3M | -1.1% | -0.4% | -0.7% | -1.1% |
| 6M | +2.5% | +23.2% | -20.6% | -1.3% |
| YTD | -6.7% | +11.0% | -17.7% | -8.9% |
| 1Y | 0.0% | -2.2% | +2.2% | -0.5% |
| All | -28.2% | +23.0% | -51.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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