+467.2%
CMCSA vs RSG
+2,013.0%
-1,545.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.0% | -6.7% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | -2.4% | +3.7% | -6.1% | -3.6% |
| 3M | +4.5% | +6.2% | -1.6% | +2.4% |
| 6M | -18.8% | -2.8% | -16.0% | -18.1% |
| YTD | -8.9% | +5.9% | -14.8% | -10.7% |
| 1Y | -18.3% | -1.8% | -16.5% | -18.0% |
| 3Y | -35.0% | +57.5% | -92.5% | -44.4% |
| 5Y | -48.2% | +91.1% | -139.2% | -58.8% |
| 10Y | +4.6% | +428.1% | -423.5% | -39.2% |
| All | +467.2% | +2,013.0% | -1,545.8% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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