+2,236.9%
CMCSA vs RRC
+1,202.2%
+1,034.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | +7.0% | +10.1% | -3.1% | +6.2% |
| 3M | +15.1% | +4.0% | +11.1% | +14.6% |
| 6M | -15.4% | +1.6% | -16.9% | -15.6% |
| YTD | -1.9% | +19.7% | -21.6% | -3.6% |
| 1Y | -12.7% | +21.4% | -34.1% | -14.4% |
| 3Y | -31.0% | +29.7% | -60.7% | -33.3% |
| 5Y | -46.1% | +153.9% | -200.0% | -51.6% |
| 10Y | +10.8% | +10.8% | 0.0% | -2.5% |
| All | +2,236.9% | +1,202.2% | +1,034.7% | +1,742.5% |
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