+39.4%
CSCO vs CMCSA
+1.7%
+37.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.4% |
| 7D | -4.7% | +4.6% | -9.2% | -4.3% |
| 30D | -17.1% | +19.8% | -36.9% | -15.8% |
| 3M | -19.6% | -0.3% | -19.4% | -18.9% |
| 6M | +2.4% | +0.3% | +2.1% | +3.4% |
| YTD | +29.8% | -6.9% | +36.7% | +33.9% |
| All | +39.4% | +1.7% | +37.8% | +41.8% |
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