-45.0%
CMCSA vs ROP
-14.2%
-30.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.5% |
| 7D | +0.1% | -5.4% | +5.5% | +2.3% |
| 30D | +3.8% | -1.6% | +5.5% | +4.4% |
| 3M | +12.3% | +18.8% | -6.5% | +4.4% |
| 6M | -15.4% | +8.2% | -23.6% | -18.3% |
| YTD | -2.5% | -10.5% | +8.0% | +1.8% |
| 1Y | -13.4% | -23.7% | +10.4% | -2.9% |
| 3Y | -30.4% | -17.9% | -12.5% | -26.2% |
| 5Y | -45.0% | -15.3% | -29.7% | -45.9% |
| All | -45.0% | -14.2% | -30.8% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling