-35.3%
CMCSA vs RNG
+122.1%
-157.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.5% |
| 7D | -8.3% | -4.1% | -4.2% | -7.9% |
| 30D | -2.4% | +8.6% | -11.1% | -3.3% |
| 3M | +4.5% | +78.0% | -73.5% | -1.8% |
| 6M | -18.8% | +67.0% | -85.8% | -23.6% |
| YTD | -8.9% | +142.4% | -151.4% | -18.9% |
| 1Y | -18.3% | +120.4% | -138.7% | -26.5% |
| All | -35.3% | +122.1% | -157.3% | -45.1% |
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