+37.5%
CVX vs CMCSA
-12.9%
+50.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +3.3% | -2.1% | +5.4% | +3.5% |
| 30D | +12.9% | +7.0% | +5.9% | +12.4% |
| 3M | +11.7% | +15.1% | -3.4% | +10.7% |
| 6M | +14.1% | -15.4% | +29.5% | +16.7% |
| YTD | +40.7% | -1.9% | +42.6% | +40.0% |
| 1Y | +37.5% | -12.7% | +50.2% | +41.4% |
| All | +37.5% | -12.9% | +50.4% | +41.4% |
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