-48.2%
CMCSA vs SSNC
+15.9%
-64.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.0% |
| 7D | -8.3% | -3.9% | -4.4% | -6.6% |
| 30D | -2.4% | -0.2% | -2.2% | -2.3% |
| 3M | +4.5% | +15.9% | -11.4% | -2.4% |
| 6M | -18.8% | +7.5% | -26.2% | -21.6% |
| YTD | -8.9% | -8.2% | -0.7% | -5.9% |
| 1Y | -18.3% | -9.3% | -9.0% | -15.2% |
| 3Y | -35.0% | +48.5% | -83.4% | -48.7% |
| 5Y | -48.2% | +16.0% | -64.2% | -55.8% |
| All | -48.2% | +15.9% | -64.1% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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