+1,872.1%
T vs CMCSA
+2,324.1%
-451.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -1.3% | -2.1% | +0.8% | -0.8% |
| 30D | +11.4% | +7.0% | +4.3% | +9.5% |
| 3M | +14.3% | +15.1% | -0.8% | +10.2% |
| 6M | -9.3% | -15.4% | +6.1% | -6.0% |
| YTD | +7.1% | -1.9% | +9.0% | +7.0% |
| 1Y | -9.1% | -12.7% | +3.6% | -6.8% |
| 3Y | +105.3% | -31.0% | +136.3% | +120.2% |
| 5Y | +66.8% | -46.1% | +112.9% | +87.8% |
| 10Y | +66.8% | +10.8% | +55.9% | +57.8% |
| All | +1,872.1% | +2,324.1% | -451.9% | +940.5% |
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