+206.2%
TER vs CMCSA
-44.7%
+250.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +0.6% | -2.1% | +2.7% | +1.3% |
| 30D | -8.3% | +7.0% | -15.3% | -10.5% |
| 3M | -12.2% | +15.1% | -27.3% | -17.2% |
| 6M | +17.1% | -15.4% | +32.4% | +23.1% |
| YTD | +84.7% | -1.9% | +86.6% | +81.1% |
| 1Y | +199.9% | -12.7% | +212.6% | +209.8% |
| 3Y | +232.8% | -31.0% | +263.8% | +277.1% |
| All | +206.2% | -44.7% | +250.9% | +240.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling