+122.5%
CRWV vs CMCSA
-23.0%
+145.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -0.4% | -4.9% | +4.5% | +0.2% |
| 30D | -17.4% | -1.1% | -16.3% | -17.4% |
| 3M | -7.1% | +6.6% | -13.6% | -8.2% |
| 6M | +8.6% | -15.5% | +24.0% | +14.7% |
| YTD | +24.3% | -6.7% | +30.9% | +26.1% |
| 1Y | -21.0% | -15.6% | -5.4% | -9.0% |
| All | +122.5% | -23.0% | +145.5% | +190.0% |
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