-12.7%
CMCSA vs REPL
+161.1%
-173.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -2.1% | -3.0% | +0.9% | -2.1% |
| 30D | +7.0% | +27.1% | -20.1% | +7.0% |
| 3M | +15.1% | +52.4% | -37.3% | +14.8% |
| 6M | -15.4% | +107.4% | -122.8% | -17.7% |
| YTD | -1.9% | +54.7% | -56.6% | -4.6% |
| 1Y | -12.7% | +158.9% | -171.6% | -15.8% |
| All | -12.7% | +161.1% | -173.8% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling