-42.1%
CMCSA vs ROIV
+378.2%
-420.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.5% |
| 7D | +5.0% | +5.3% | -0.3% | +4.8% |
| 30D | +16.5% | +11.9% | +4.6% | +15.9% |
| 3M | -1.6% | +10.7% | -12.3% | -2.2% |
| 6M | -5.0% | +34.9% | -39.9% | -6.6% |
| YTD | -8.3% | +79.2% | -87.4% | -11.2% |
| 1Y | +0.4% | +89.0% | -88.6% | -3.1% |
| 3Y | -31.0% | +337.3% | -368.3% | -36.3% |
| All | -42.1% | +378.2% | -420.3% | -49.9% |
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