-18.3%
CMCSA vs S
+5.0%
-23.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.6% |
| 7D | -8.3% | -1.2% | -7.1% | -8.2% |
| 30D | -2.4% | -12.6% | +10.1% | -1.9% |
| 3M | +4.5% | +27.6% | -23.1% | +3.6% |
| 6M | -18.8% | +35.5% | -54.2% | -19.2% |
| YTD | -8.9% | +29.6% | -38.5% | -9.5% |
| 1Y | -18.3% | +8.1% | -26.4% | -17.9% |
| All | -18.3% | +5.0% | -23.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling