+8,630.0%
TER vs CMCSA
+2,166.6%
+6,463.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.5% |
| 7D | -20.5% | +5.0% | -25.5% | -22.3% |
| 30D | -47.0% | +16.5% | -63.5% | -50.7% |
| 3M | -43.3% | -1.6% | -41.7% | -44.0% |
| 6M | -42.9% | -5.0% | -37.9% | -43.6% |
| YTD | +12.9% | -8.3% | +21.1% | +11.5% |
| 1Y | +18.2% | +0.4% | +17.8% | +12.0% |
| 3Y | +151.8% | -31.0% | +182.8% | +174.9% |
| 5Y | +54.2% | -42.5% | +96.8% | +80.1% |
| 10Y | +908.2% | +12.6% | +895.7% | +774.6% |
| All | +8,630.0% | +2,166.6% | +6,463.4% | +2,810.9% |
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 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