-28.0%
CMCSA vs RCAT
+390.2%
-418.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.4% | -10.9% | +0.4% |
| 7D | +2.7% | +1.1% | +1.6% | +2.7% |
| 30D | +18.6% | -22.0% | +40.6% | +18.9% |
| 3M | -1.8% | -51.1% | +49.3% | -1.0% |
| 6M | -0.7% | -56.6% | +55.9% | +0.1% |
| YTD | -7.8% | -43.3% | +35.4% | -8.0% |
| 1Y | +0.7% | -51.5% | +52.3% | +0.8% |
| 3Y | -28.0% | +411.4% | -439.3% | -25.6% |
| All | -28.0% | +390.2% | -418.1% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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