-29.7%
CMCSA vs RRC
+50.2%
-79.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.7% | -10.3% | +13.0% | +3.4% |
| 30D | +18.6% | +19.5% | -0.8% | +16.4% |
| 3M | -1.8% | +27.9% | -29.8% | -4.3% |
| 6M | -0.7% | +21.2% | -21.8% | -2.8% |
| YTD | -7.8% | +39.6% | -47.4% | -11.4% |
| 1Y | +0.7% | +31.3% | -30.5% | -2.6% |
| All | -29.7% | +50.2% | -79.9% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling