+53.9%
F vs CMCSA
-45.8%
+99.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +5.3% | -2.1% | +7.4% | +6.2% |
| 30D | +4.6% | +7.0% | -2.4% | +1.8% |
| 3M | -3.7% | +15.1% | -18.8% | -9.3% |
| 6M | +16.8% | -15.4% | +32.2% | +23.4% |
| YTD | +15.3% | -1.9% | +17.2% | +13.6% |
| 1Y | +31.0% | -12.7% | +43.7% | +35.9% |
| 3Y | +45.4% | -31.0% | +76.4% | +64.8% |
| All | +53.9% | -45.8% | +99.8% | +73.8% |
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