-17.2%
F vs CMCSA
-40.2%
+23.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | -3.1% | +3.2% | -6.3% | -4.3% |
| 30D | 0.0% | +19.5% | -19.5% | -7.0% |
| 3M | -13.2% | -2.4% | -10.8% | -12.6% |
| 6M | -10.2% | +3.8% | -14.1% | -12.1% |
| YTD | -4.9% | -5.4% | +0.4% | -5.2% |
| 1Y | -6.1% | +1.1% | -7.2% | -9.6% |
| 3Y | +46.0% | -27.1% | +73.1% | +60.5% |
| All | -17.2% | -40.2% | +23.0% | -5.8% |
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