-42.1%
CMCSA vs S
-67.4%
+25.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.4% |
| 7D | +5.0% | -13.4% | +18.5% | +6.1% |
| 30D | +16.5% | -14.0% | +30.5% | +17.6% |
| 3M | -1.6% | +4.9% | -6.5% | -2.6% |
| 6M | -5.0% | +42.0% | -47.1% | -8.6% |
| YTD | -8.3% | +45.1% | -53.4% | -12.3% |
| 1Y | +0.4% | +33.1% | -32.7% | -3.4% |
| 3Y | -31.0% | +40.6% | -71.6% | -35.3% |
| All | -42.1% | -67.4% | +25.3% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling