-48.2%
CMCSA vs VALE
+43.3%
-91.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.5% |
| 7D | -8.3% | -1.8% | -6.4% | -8.1% |
| 30D | -2.4% | +6.7% | -9.1% | -3.2% |
| 3M | +4.5% | +4.9% | -0.4% | +3.8% |
| 6M | -18.8% | +3.6% | -22.4% | -19.3% |
| YTD | -8.9% | +21.9% | -30.8% | -11.8% |
| 1Y | -18.3% | +61.6% | -79.9% | -24.0% |
| 3Y | -35.0% | +52.1% | -87.1% | -39.6% |
| 5Y | -48.2% | +43.2% | -91.3% | -51.0% |
| All | -48.2% | +43.3% | -91.4% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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