+102.7%
FCX vs CMCSA
-30.3%
+133.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +6.0% | +5.5% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | +10.1% | +3.8% | +6.2% | +9.3% |
| 3M | +20.2% | +12.3% | +7.9% | +17.3% |
| 6M | +29.7% | -15.4% | +45.1% | +35.0% |
| YTD | +51.9% | -2.5% | +54.4% | +50.4% |
| 1Y | +66.0% | -13.4% | +79.3% | +71.5% |
| 3Y | +102.7% | -30.4% | +133.1% | +121.5% |
| All | +102.7% | -30.3% | +133.0% | +121.5% |
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