+1,682.3%
NOK vs CMCSA
+1,333.2%
+349.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | +7.3% | +0.1% | +7.1% | +7.2% |
| 30D | +13.8% | +3.8% | +10.0% | +11.8% |
| 3M | -27.0% | +12.3% | -39.3% | -31.1% |
| 6M | +37.6% | -15.4% | +53.0% | +44.1% |
| YTD | +64.6% | -2.5% | +67.1% | +62.2% |
| 1Y | +132.0% | -13.4% | +145.4% | +138.6% |
| 3Y | +183.7% | -30.4% | +214.0% | +211.0% |
| 5Y | +101.3% | -45.0% | +146.3% | +139.0% |
| 10Y | +122.4% | +10.2% | +112.2% | +85.5% |
| All | +1,682.3% | +1,333.2% | +349.1% | +458.8% |
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 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