+4,683.6%
CVX vs CMCSA
+2,324.1%
+2,359.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +3.3% | -2.1% | +5.4% | +3.8% |
| 30D | +12.9% | +7.0% | +5.9% | +11.0% |
| 3M | +11.7% | +15.1% | -3.4% | +7.7% |
| 6M | +14.1% | -15.4% | +29.5% | +17.5% |
| YTD | +40.7% | -1.9% | +42.6% | +39.9% |
| 1Y | +37.5% | -12.7% | +50.2% | +40.2% |
| 3Y | +43.9% | -31.0% | +74.9% | +53.3% |
| 5Y | +161.5% | -46.1% | +207.6% | +190.3% |
| 10Y | +215.1% | +10.8% | +204.3% | +197.9% |
| All | +4,683.6% | +2,324.1% | +2,359.5% | +2,703.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling