-42.5%
CMCSA vs ROP
-0.1%
-42.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +2.7% | -1.6% | +4.3% | +3.4% |
| 30D | +18.6% | +29.5% | -10.9% | +6.8% |
| 3M | -1.8% | +17.5% | -19.4% | -8.3% |
| 6M | -0.7% | +38.1% | -38.7% | -13.3% |
| YTD | -7.8% | +7.0% | -14.8% | -10.5% |
| 1Y | +0.7% | +6.5% | -5.8% | -2.0% |
| 3Y | -28.0% | -5.5% | -22.5% | -27.5% |
| All | -42.5% | -0.1% | -42.4% | -47.0% |
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 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