+2,307.2%
CMCSA vs ROP
+30,029.2%
-27,722.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +0.7% | -2.9% | +3.6% | +1.6% |
| 30D | +21.0% | +30.1% | -9.1% | +11.7% |
| 3M | -0.9% | +19.9% | -20.8% | -6.3% |
| 6M | +2.9% | +46.0% | -43.1% | -8.6% |
| YTD | -5.9% | +8.4% | -14.3% | -9.0% |
| 1Y | +2.5% | +8.8% | -6.3% | -1.0% |
| 3Y | -28.3% | -5.6% | -22.6% | -28.2% |
| 5Y | -40.8% | +3.0% | -43.8% | -42.5% |
| 10Y | +5.4% | +184.0% | -178.6% | -24.2% |
| All | +2,307.2% | +30,029.2% | -27,722.0% | +719.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling