-41.4%
CMCSA vs S
-56.8%
+15.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.1% | -7.7% | +5.6% | -1.5% |
| 30D | +7.0% | -5.3% | +12.4% | +7.3% |
| 3M | +15.1% | +20.3% | -5.2% | +13.0% |
| 6M | -15.4% | +47.4% | -62.7% | -18.5% |
| YTD | -1.9% | +32.5% | -34.4% | -4.9% |
| 1Y | -12.7% | +9.5% | -22.2% | -14.2% |
| 3Y | -31.0% | +15.5% | -46.5% | -33.7% |
| 5Y | -46.1% | -71.2% | +25.1% | -47.2% |
| All | -41.4% | -56.8% | +15.4% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling