-33.8%
CMCSA vs TROW
+12.7%
-46.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -5.6% | -3.0% | -2.6% | -4.7% |
| 30D | -1.9% | -5.5% | +3.6% | -0.2% |
| 3M | +6.4% | +2.3% | +4.2% | +5.4% |
| 6M | -16.9% | +23.9% | -40.8% | -22.6% |
| YTD | -6.8% | +7.9% | -14.7% | -9.7% |
| 1Y | -15.9% | +6.1% | -22.0% | -18.1% |
| All | -33.8% | +12.7% | -46.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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