-35.3%
CMCSA vs ROST
+93.3%
-128.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -6.3% |
| 7D | -8.3% | -2.2% | -6.1% | -7.8% |
| 30D | -2.4% | -11.4% | +9.0% | -0.1% |
| 3M | +4.5% | -1.6% | +6.1% | +4.9% |
| 6M | -18.8% | +6.8% | -25.6% | -20.0% |
| YTD | -8.9% | +25.8% | -34.7% | -13.3% |
| 1Y | -18.3% | +52.4% | -70.7% | -25.2% |
| All | -35.3% | +93.3% | -128.6% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 3y: compounded portfolio wealth divided by compounded ROST 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…
3y analysis · Full analysis span regression · 6 months rolling