+184.5%
NOK vs CMCSA
-35.0%
+219.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.6% | +7.6% | +1.5% |
| 7D | +9.3% | -8.3% | +17.6% | +10.1% |
| 30D | +17.9% | -2.4% | +20.3% | +17.9% |
| 3M | -22.3% | +4.5% | -26.8% | -22.8% |
| 6M | +36.4% | -18.8% | +55.1% | +40.1% |
| YTD | +66.3% | -8.9% | +75.2% | +67.4% |
| 1Y | +134.4% | -18.3% | +152.7% | +141.0% |
| All | +184.5% | -35.0% | +219.5% | +206.6% |
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