+83.9%
FCX vs CMCSA
-27.5%
+111.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | -0.3% | +3.2% | -3.5% | -0.6% |
| 30D | -14.7% | +19.5% | -34.3% | -16.6% |
| 3M | -11.2% | -2.4% | -8.8% | -10.6% |
| 6M | -11.4% | +3.8% | -15.2% | -11.8% |
| YTD | +17.7% | -5.4% | +23.1% | +17.5% |
| 1Y | +47.5% | +1.1% | +46.4% | +43.4% |
| 3Y | +83.9% | -27.1% | +111.0% | +91.0% |
| All | +83.9% | -27.5% | +111.3% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling