-48.2%
CMCSA vs USFR
+20.4%
-68.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -8.3% | +0.1% | -8.3% | -8.4% |
| 30D | -2.4% | +0.3% | -2.7% | -2.9% |
| 3M | +4.5% | +1.0% | +3.5% | +2.6% |
| 6M | -18.8% | +1.9% | -20.7% | -21.6% |
| YTD | -8.9% | +2.7% | -11.6% | -13.3% |
| 1Y | -18.3% | +4.0% | -22.3% | -24.2% |
| 3Y | -35.0% | +14.0% | -49.0% | -49.8% |
| 5Y | -48.2% | +20.4% | -68.6% | -66.6% |
| All | -48.2% | +20.4% | -68.6% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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