+55.4%
FCX vs CMCSA
-40.2%
+95.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -0.3% | +3.2% | -3.5% | -1.1% |
| 30D | -14.7% | +19.5% | -34.3% | -18.9% |
| 3M | -11.2% | -2.4% | -8.8% | -10.8% |
| 6M | -11.4% | +3.8% | -15.2% | -13.1% |
| YTD | +17.7% | -5.4% | +23.1% | +16.7% |
| 1Y | +47.5% | +1.1% | +46.4% | +41.8% |
| 3Y | +83.9% | -27.1% | +111.0% | +98.3% |
| All | +55.4% | -40.2% | +95.6% | +71.9% |
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