-40.2%
CMCSA vs ROIV
+380.3%
-420.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.5% |
| 7D | +3.2% | +1.7% | +1.5% | +3.1% |
| 30D | +19.5% | +17.6% | +1.9% | +18.7% |
| 3M | -2.4% | +9.0% | -11.4% | -2.9% |
| 6M | +3.8% | +35.3% | -31.4% | +2.1% |
| YTD | -5.4% | +82.2% | -87.5% | -8.5% |
| 1Y | +1.1% | +92.3% | -91.1% | -2.6% |
| 3Y | -27.1% | +336.8% | -363.9% | -32.9% |
| All | -40.2% | +380.3% | -420.5% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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