-42.9%
TER vs CMCSA
-5.3%
-37.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +0.6% |
| 7D | -20.5% | +5.0% | -25.5% | -16.7% |
| 30D | -47.0% | +16.5% | -63.5% | -39.4% |
| 3M | -43.3% | -1.6% | -41.7% | -41.4% |
| 6M | -42.9% | -5.0% | -37.9% | -38.3% |
| All | -42.9% | -5.3% | -37.6% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling