+508.4%
F vs CMCSA
+2,166.6%
-1,658.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +1.6% | +5.0% | -3.5% | 0.0% |
| 30D | +2.6% | +16.5% | -13.8% | -2.4% |
| 3M | -8.8% | -1.6% | -7.2% | -8.5% |
| 6M | +4.6% | -5.0% | +9.7% | +5.8% |
| YTD | -1.9% | -8.3% | +6.4% | -0.6% |
| 1Y | -0.8% | +0.4% | -1.2% | -2.6% |
| 3Y | +43.5% | -31.0% | +74.4% | +57.3% |
| 5Y | -12.1% | -42.5% | +30.5% | +1.5% |
| 10Y | +83.6% | +12.6% | +71.1% | +69.2% |
| All | +508.4% | +2,166.6% | -1,658.2% | +146.2% |
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