+2,236.9%
CMCSA vs RJF
+49,848.3%
-47,611.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | +7.0% | -1.3% | +8.3% | +7.4% |
| 3M | +15.1% | +18.9% | -3.8% | +8.4% |
| 6M | -15.4% | +15.0% | -30.4% | -19.7% |
| YTD | -1.9% | +12.2% | -14.1% | -6.5% |
| 1Y | -12.7% | +5.6% | -18.3% | -15.4% |
| 3Y | -31.0% | +74.9% | -105.9% | -44.4% |
| 5Y | -46.1% | +106.6% | -152.7% | -59.9% |
| 10Y | +10.8% | +433.1% | -422.2% | -42.9% |
| All | +2,236.9% | +49,848.3% | -47,611.4% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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