+10.9%
CMG vs CMCSA
+3.3%
+7.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.0% | +0.8% | +4.8% |
| 7D | +22.5% | +15.2% | +7.3% | +19.4% |
| 30D | +14.1% | +17.0% | -2.9% | +10.9% |
| 3M | +4.1% | +1.2% | +2.9% | +3.3% |
| 6M | +10.1% | -5.5% | +15.6% | +9.5% |
| YTD | -4.9% | -6.5% | +1.7% | -7.8% |
| 1Y | +10.9% | +1.8% | +9.1% | +4.3% |
| All | +10.9% | +3.3% | +7.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling