-27.1%
CMCSA vs RNG
+179.0%
-206.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.5% |
| 7D | +3.2% | +4.6% | -1.4% | +2.7% |
| 30D | +19.5% | +0.4% | +19.1% | +19.2% |
| 3M | -2.4% | +11.4% | -13.8% | -3.8% |
| 6M | +3.8% | +95.7% | -91.8% | -3.3% |
| YTD | -5.4% | +162.9% | -168.3% | -16.0% |
| 1Y | +1.1% | +180.3% | -179.1% | -11.2% |
| 3Y | -27.1% | +188.3% | -215.5% | -38.5% |
| All | -27.1% | +179.0% | -206.2% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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