-48.2%
CMCSA vs RTX
+165.2%
-213.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.5% |
| 7D | -8.3% | -1.6% | -6.7% | -8.0% |
| 30D | -2.4% | -11.6% | +9.1% | +0.1% |
| 3M | +4.5% | +9.2% | -4.7% | +2.1% |
| 6M | -18.8% | -4.4% | -14.3% | -18.3% |
| YTD | -8.9% | +8.9% | -17.8% | -11.5% |
| 1Y | -18.3% | +32.1% | -50.4% | -24.8% |
| 3Y | -35.0% | +151.2% | -186.2% | -51.6% |
| 5Y | -48.2% | +162.9% | -211.1% | -65.0% |
| All | -48.2% | +165.2% | -213.4% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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