-30.4%
CMCSA vs ROP
-18.5%
-11.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.3% |
| 7D | +0.1% | -5.4% | +5.5% | +1.9% |
| 30D | +3.8% | -1.6% | +5.5% | +4.3% |
| 3M | +12.3% | +18.8% | -6.5% | +6.3% |
| 6M | -15.4% | +8.2% | -23.6% | -17.4% |
| YTD | -2.5% | -10.5% | +8.0% | +1.3% |
| 1Y | -13.4% | -23.7% | +10.4% | -4.9% |
| 3Y | -30.4% | -17.9% | -12.5% | -29.0% |
| All | -30.4% | -18.5% | -11.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROP 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling