+108.2%
T vs CMCSA
-30.3%
+138.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | +7.6% | +3.8% | +3.8% | +6.5% |
| 3M | +15.3% | +12.3% | +3.0% | +11.5% |
| 6M | -8.5% | -15.4% | +6.9% | -5.2% |
| YTD | +6.8% | -2.5% | +9.3% | +6.7% |
| 1Y | -7.2% | -13.4% | +6.1% | -4.6% |
| 3Y | +108.2% | -30.4% | +138.6% | +121.9% |
| All | +108.2% | -30.3% | +138.5% | +121.9% |
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 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