-31.0%
CMCSA vs RF
+104.8%
-135.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +5.0% | -0.9% | +5.9% | +5.4% |
| 30D | +16.5% | +6.0% | +10.4% | +13.9% |
| 3M | -1.6% | -8.9% | +7.3% | +1.9% |
| 6M | -5.0% | +2.3% | -7.4% | -5.9% |
| YTD | -8.3% | +7.6% | -15.8% | -11.0% |
| 1Y | +0.4% | +21.2% | -20.8% | -7.0% |
| 3Y | -31.0% | +108.5% | -139.5% | -47.6% |
| All | -31.0% | +104.8% | -135.8% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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