+1,622.6%
T vs CMCSA
+2,204.7%
-582.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +1.6% | -0.6% | +2.3% | +1.8% |
| 30D | -2.9% | +18.8% | -21.7% | -6.9% |
| 3M | -7.5% | -1.1% | -6.4% | -7.3% |
| 6M | -9.9% | +2.5% | -12.4% | -10.6% |
| YTD | -6.4% | -6.7% | +0.3% | -5.4% |
| 1Y | -9.4% | 0.0% | -9.4% | -10.0% |
| 3Y | +64.9% | -28.9% | +93.7% | +75.8% |
| 5Y | +57.0% | -41.1% | +98.1% | +73.3% |
| 10Y | +60.8% | +4.5% | +56.3% | +54.3% |
| All | +1,622.6% | +2,204.7% | -582.1% | +819.8% |
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