-47.9%
CMCSA vs RMBS
+267.8%
-315.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.5% | -6.7% |
| 7D | -8.3% | +3.5% | -11.7% | -8.4% |
| 30D | -2.4% | -8.6% | +6.2% | -2.0% |
| 3M | +4.5% | -40.3% | +44.8% | +7.4% |
| 6M | -18.8% | -1.0% | -17.8% | -21.1% |
| YTD | -8.9% | -4.6% | -4.3% | -12.1% |
| 1Y | -18.3% | +17.6% | -35.9% | -24.2% |
| 3Y | -35.0% | +58.6% | -93.6% | -45.3% |
| All | -47.9% | +267.8% | -315.7% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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