-18.3%
CMCSA vs RRC
+23.3%
-41.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.3% | -6.6% |
| 7D | -8.3% | -1.7% | -6.5% | -8.2% |
| 30D | -2.4% | +3.6% | -6.0% | -2.6% |
| 3M | +4.5% | +8.8% | -4.3% | +4.0% |
| 6M | -18.8% | +0.8% | -19.6% | -19.2% |
| YTD | -8.9% | +19.0% | -27.9% | -10.5% |
| 1Y | -18.3% | +22.9% | -41.2% | -19.7% |
| All | -18.3% | +23.3% | -41.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling