+98.3%
CSCO vs CMCSA
-41.9%
+140.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -4.7% | +4.6% | -9.2% | -5.6% |
| 30D | -17.1% | +19.8% | -36.9% | -20.4% |
| 3M | -19.6% | -0.3% | -19.4% | -19.8% |
| 6M | +2.4% | +0.3% | +2.1% | +1.7% |
| YTD | +29.8% | -6.9% | +36.7% | +30.1% |
| 1Y | +38.7% | +2.6% | +36.1% | +34.6% |
| 3Y | +101.3% | -29.0% | +130.4% | +116.2% |
| All | +98.3% | -41.9% | +140.2% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling