-59.4%
NKE vs CMCSA
-33.5%
-25.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.7% |
| 7D | -5.5% | -5.6% | 0.0% | -4.0% |
| 30D | -10.4% | -1.9% | -8.6% | -9.9% |
| 3M | -15.8% | +6.4% | -22.3% | -17.6% |
| 6M | -33.4% | -16.9% | -16.5% | -30.3% |
| YTD | -41.0% | -6.8% | -34.2% | -40.7% |
| 1Y | -49.1% | -15.9% | -33.2% | -47.2% |
| All | -59.4% | -33.5% | -25.9% | -56.8% |
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