+25.3%
F vs CMCSA
-9.6%
+34.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +1.2% | +3.8% | -2.6% | +0.7% |
| 3M | -5.7% | +12.3% | -18.0% | -7.3% |
| 6M | +17.9% | -15.4% | +33.3% | +19.4% |
| YTD | +10.4% | -2.5% | +12.9% | +8.3% |
| 1Y | +25.3% | -13.4% | +38.7% | +40.3% |
| All | +25.3% | -9.6% | +34.9% | +40.3% |
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