+5,648.9%
CRM vs CMCSA
+330.8%
+5,318.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.7% |
| 7D | -8.1% | -5.6% | -2.6% | -5.4% |
| 30D | +23.1% | -1.9% | +24.9% | +23.8% |
| 3M | +42.5% | +6.4% | +36.1% | +37.1% |
| 6M | +25.3% | -16.9% | +42.2% | +35.1% |
| YTD | -7.8% | -6.8% | -1.0% | -7.3% |
| 1Y | +1.0% | -15.9% | +16.9% | +6.8% |
| 3Y | +10.0% | -33.4% | +43.4% | +28.2% |
| 5Y | -3.9% | -46.7% | +42.8% | +24.6% |
| 10Y | +233.2% | +7.0% | +226.1% | +168.8% |
| All | +5,648.9% | +330.8% | +5,318.1% | +1,442.0% |
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