-0.8%
CRM vs CMCSA
-47.2%
+46.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -4.4% | -4.9% | +0.4% | -2.8% |
| 30D | +28.1% | -1.1% | +29.2% | +28.2% |
| 3M | +48.8% | +6.6% | +42.3% | +44.8% |
| 6M | +28.3% | -15.5% | +43.7% | +33.6% |
| YTD | -6.0% | -6.7% | +0.7% | -6.6% |
| 1Y | +1.4% | -15.6% | +17.0% | +5.1% |
| 3Y | +11.8% | -33.7% | +45.5% | +26.5% |
| All | -0.8% | -47.2% | +46.4% | +12.4% |
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