+45.9%
CSCO vs CMCSA
+3.3%
+42.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +1.1% |
| 7D | -6.1% | +15.2% | -21.3% | -4.8% |
| 30D | -8.2% | +17.0% | -25.2% | -6.8% |
| 3M | -14.6% | +1.2% | -15.8% | -13.8% |
| 6M | +12.7% | -5.5% | +18.2% | +13.9% |
| YTD | +37.0% | -6.5% | +43.5% | +41.1% |
| 1Y | +45.9% | +1.8% | +44.1% | +48.2% |
| All | +45.9% | +3.3% | +42.6% | +48.2% |
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