+3.1%
CMCSA vs REPL
-6.0%
+9.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -2.1% | -3.0% | +0.9% | -2.0% |
| 30D | +7.0% | +27.1% | -20.1% | +6.3% |
| 3M | +15.1% | +52.4% | -37.3% | +12.2% |
| 6M | -15.4% | +107.4% | -122.8% | -21.1% |
| YTD | -1.9% | +54.7% | -56.6% | -7.7% |
| 1Y | -12.7% | +158.9% | -171.6% | -21.1% |
| 3Y | -31.0% | -23.7% | -7.3% | -39.1% |
| 5Y | -46.1% | -54.3% | +8.2% | -51.8% |
| All | +3.1% | -6.0% | +9.1% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling