+2,281.2%
CMCSA vs ROP
+29,825.5%
-27,544.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +4.6% | +0.2% | +4.4% | +4.5% |
| 30D | +19.8% | +30.3% | -10.5% | +10.6% |
| 3M | -0.3% | +17.8% | -18.0% | -5.2% |
| 6M | +0.3% | +38.9% | -38.6% | -9.6% |
| YTD | -6.9% | +7.6% | -14.5% | -9.8% |
| 1Y | +2.6% | +6.5% | -3.9% | -0.2% |
| 3Y | -29.0% | -6.3% | -22.8% | -28.8% |
| 5Y | -42.0% | +0.9% | -42.9% | -43.3% |
| 10Y | +6.4% | +180.7% | -174.3% | -23.1% |
| All | +2,281.2% | +29,825.5% | -27,544.3% | +712.0% |
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 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