-35.3%
CMCSA vs RUN
-37.3%
+2.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.6% | -2.1% | -6.5% |
| 7D | -8.3% | -1.8% | -6.5% | -8.2% |
| 30D | -2.4% | -10.8% | +8.4% | -2.1% |
| 3M | +4.5% | -30.2% | +34.7% | +5.3% |
| 6M | -18.8% | -22.3% | +3.6% | -18.5% |
| YTD | -8.9% | -52.2% | +43.2% | -7.9% |
| 1Y | -18.3% | -45.1% | +26.8% | -17.8% |
| All | -35.3% | -37.3% | +2.0% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling