-45.0%
CMCSA vs RCAT
+192.8%
-237.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.7% |
| 7D | +0.1% | +5.4% | -5.3% | 0.0% |
| 30D | +3.8% | -5.6% | +9.4% | +3.9% |
| 3M | +12.3% | -30.2% | +42.5% | +12.9% |
| 6M | -15.4% | -43.4% | +28.0% | -14.9% |
| YTD | -2.5% | +9.6% | -12.1% | -3.7% |
| 1Y | -13.4% | -2.0% | -11.4% | -14.5% |
| 3Y | -30.4% | +825.0% | -855.4% | -35.2% |
| 5Y | -45.0% | +199.8% | -244.8% | -48.3% |
| All | -45.0% | +192.8% | -237.8% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling