-44.8%
CMCSA vs REPL
-54.3%
+9.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.6% |
| 3M | +15.1% | +52.4% | -37.3% | +13.6% |
| 6M | -15.4% | +107.4% | -122.8% | -18.8% |
| YTD | -1.9% | +54.7% | -56.6% | -5.4% |
| 1Y | -12.7% | +158.9% | -171.6% | -17.8% |
| 3Y | -31.0% | -23.7% | -7.3% | -35.0% |
| All | -44.8% | -54.3% | +9.5% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling