+1,015.5%
FCX vs CMCSA
+1,207.7%
-192.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -4.9% | -2.1% | -2.8% | -4.1% |
| 30D | +4.8% | +7.0% | -2.2% | +2.1% |
| 3M | +4.6% | +15.1% | -10.5% | -1.6% |
| 6M | +10.8% | -15.4% | +26.2% | +15.4% |
| YTD | +44.2% | -1.9% | +46.1% | +41.7% |
| 1Y | +59.6% | -12.7% | +72.3% | +63.2% |
| 3Y | +82.2% | -31.0% | +113.3% | +100.6% |
| 5Y | +115.6% | -46.1% | +161.7% | +156.5% |
| 10Y | +670.6% | +10.8% | +659.7% | +610.7% |
| All | +1,015.5% | +1,207.7% | -192.3% | +477.0% |
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 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