+1.4%
CRM vs CMCSA
-15.7%
+17.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -4.9% | +0.4% | -4.0% |
| 30D | +28.1% | -1.1% | +29.2% | +27.7% |
| 3M | +48.8% | +6.6% | +42.3% | +46.5% |
| 6M | +28.3% | -15.5% | +43.7% | +22.5% |
| YTD | -6.0% | -6.7% | +0.7% | -10.9% |
| 1Y | +1.4% | -15.6% | +17.0% | -3.7% |
| All | +1.4% | -15.7% | +17.2% | -3.7% |
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