-5.0%
CMG vs CMCSA
-46.8%
+41.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.3% |
| 7D | -3.8% | -5.6% | +1.7% | -2.5% |
| 30D | +12.9% | -1.9% | +14.8% | +13.4% |
| 3M | +18.8% | +6.4% | +12.3% | +16.3% |
| 6M | +4.1% | -16.9% | +21.0% | +8.3% |
| YTD | -2.4% | -6.8% | +4.4% | -2.1% |
| 1Y | -6.7% | -15.9% | +9.2% | -3.8% |
| 3Y | -7.1% | -33.4% | +26.3% | +0.4% |
| 5Y | -5.0% | -46.7% | +41.7% | +3.8% |
| All | -5.0% | -46.8% | +41.8% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling