+14,183.4%
TER vs CMCSA
+2,324.1%
+11,859.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +0.6% | -2.1% | +2.7% | +1.5% |
| 30D | -8.3% | +7.0% | -15.3% | -11.1% |
| 3M | -12.2% | +15.1% | -27.3% | -18.5% |
| 6M | +17.1% | -15.4% | +32.4% | +22.1% |
| YTD | +84.7% | -1.9% | +86.6% | +80.3% |
| 1Y | +199.9% | -12.7% | +212.6% | +205.5% |
| 3Y | +232.8% | -31.0% | +263.8% | +268.9% |
| 5Y | +198.6% | -46.1% | +244.7% | +262.4% |
| 10Y | +1,669.7% | +10.8% | +1,658.9% | +1,467.9% |
| All | +14,183.4% | +2,324.1% | +11,859.3% | +4,605.4% |
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