-48.2%
CMCSA vs ROST
+108.0%
-156.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -6.2% |
| 7D | -8.3% | -2.2% | -6.1% | -7.7% |
| 30D | -2.4% | -11.4% | +9.0% | +0.6% |
| 3M | +4.5% | -1.6% | +6.1% | +4.9% |
| 6M | -18.8% | +6.8% | -25.6% | -20.4% |
| YTD | -8.9% | +25.8% | -34.7% | -14.6% |
| 1Y | -18.3% | +52.4% | -70.7% | -27.2% |
| 3Y | -35.0% | +94.4% | -129.3% | -46.7% |
| 5Y | -48.2% | +108.2% | -156.4% | -59.0% |
| All | -48.2% | +108.0% | -156.2% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling