+108.5%
CSCO vs CMCSA
-30.3%
+138.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -10.1% | +3.8% | -13.9% | -10.7% |
| 3M | -11.7% | +12.3% | -24.1% | -13.7% |
| 6M | +40.1% | -15.4% | +55.5% | +44.5% |
| YTD | +43.8% | -2.5% | +46.3% | +43.2% |
| 1Y | +66.6% | -13.4% | +80.0% | +71.5% |
| 3Y | +108.5% | -30.4% | +138.9% | +122.7% |
| All | +108.5% | -30.3% | +138.8% | +122.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling