+11.7%
CRCL vs CMCSA
-19.5%
+31.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.6% | +3.3% | -3.9% |
| 7D | +4.9% | -8.3% | +13.2% | +4.0% |
| 30D | +38.7% | -2.4% | +41.1% | +38.3% |
| 3M | +14.7% | +4.5% | +10.2% | +15.1% |
| 6M | -16.9% | -18.8% | +1.9% | -18.2% |
| YTD | +17.3% | -8.9% | +26.2% | +13.5% |
| 1Y | -21.2% | -18.3% | -2.9% | -27.8% |
| All | +11.7% | -19.5% | +31.3% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling