-41.1%
CMCSA vs USFR
+21.4%
-62.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +18.8% | +0.4% | +18.4% | +18.0% |
| 3M | -1.1% | +1.0% | -2.2% | -2.8% |
| 6M | +2.5% | +2.0% | +0.5% | -0.8% |
| YTD | -6.7% | +3.4% | -10.2% | -11.7% |
| 1Y | 0.0% | +4.1% | -4.1% | -6.4% |
| 3Y | -28.9% | +14.4% | -43.3% | -42.9% |
| 5Y | -41.1% | +21.4% | -62.5% | -60.5% |
| All | -41.1% | +21.4% | -62.5% | -60.5% |
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