+2,121.8%
CMCSA vs RRC
+1,499.3%
+622.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -0.6% | +2.5% | -3.1% | -0.8% |
| 30D | +18.8% | +21.1% | -2.4% | +16.7% |
| 3M | -1.1% | +28.4% | -29.5% | -3.4% |
| 6M | +2.5% | +26.5% | -23.9% | +0.2% |
| YTD | -6.7% | +47.0% | -53.8% | -10.1% |
| 1Y | 0.0% | +35.2% | -35.2% | -3.0% |
| 3Y | -28.9% | +61.0% | -89.9% | -32.5% |
| 5Y | -41.1% | +133.6% | -174.7% | -46.8% |
| 10Y | +4.5% | +72.1% | -67.6% | -11.4% |
| All | +2,121.8% | +1,499.3% | +622.5% | +1,618.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling