+408.3%
CMCSA vs VRSK
+585.1%
-176.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.8% |
| 7D | -5.6% | -7.7% | +2.2% | -2.8% |
| 30D | -1.9% | -2.8% | +1.0% | -1.1% |
| 3M | +6.4% | -3.7% | +10.1% | +7.4% |
| 6M | -16.9% | -12.8% | -4.2% | -13.6% |
| YTD | -6.8% | -21.0% | +14.2% | +0.2% |
| 1Y | -15.9% | -32.5% | +16.6% | -3.9% |
| 3Y | -33.4% | -26.5% | -6.9% | -27.9% |
| 5Y | -46.7% | -11.5% | -35.2% | -47.9% |
| 10Y | +7.0% | +125.7% | -118.7% | -30.0% |
| All | +408.3% | +585.1% | -176.7% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 all: compounded portfolio wealth divided by compounded VRSK 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…
all analysis · Full analysis span regression · 6 months rolling