-45.0%
CMCSA vs RRC
+153.5%
-198.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | +3.8% | +9.4% | -5.6% | +2.8% |
| 3M | +12.3% | +7.4% | +4.9% | +11.3% |
| 6M | -15.4% | +1.5% | -16.9% | -15.8% |
| YTD | -2.5% | +19.4% | -21.9% | -4.8% |
| 1Y | -13.4% | +24.2% | -37.6% | -16.0% |
| 3Y | -30.4% | +32.8% | -63.1% | -33.8% |
| 5Y | -45.0% | +152.9% | -197.9% | -52.7% |
| All | -45.0% | +153.5% | -198.5% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling