-42.5%
CMCSA vs RRC
+114.1%
-156.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +2.7% | -10.3% | +13.0% | +3.7% |
| 30D | +18.6% | +19.5% | -0.8% | +16.1% |
| 3M | -1.8% | +27.9% | -29.8% | -4.7% |
| 6M | -0.7% | +21.2% | -21.8% | -3.1% |
| YTD | -7.8% | +39.6% | -47.4% | -11.7% |
| 1Y | +0.7% | +31.3% | -30.5% | -3.0% |
| 3Y | -28.0% | +51.9% | -79.9% | -32.6% |
| All | -42.5% | +114.1% | -156.7% | -48.0% |
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