+10,532.8%
TER vs CMCSA
+2,225.1%
+8,307.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.2% | +7.9% |
| 7D | +5.9% | +0.7% | +5.2% | +5.6% |
| 30D | -30.8% | +21.0% | -51.7% | -36.5% |
| 3M | -29.9% | -0.9% | -29.0% | -31.0% |
| 6M | -27.5% | +2.9% | -30.4% | -30.6% |
| YTD | +37.5% | -5.9% | +43.4% | +34.5% |
| 1Y | +50.3% | +2.5% | +47.8% | +41.4% |
| 3Y | +204.9% | -28.3% | +233.2% | +227.8% |
| 5Y | +89.2% | -40.8% | +130.0% | +118.4% |
| 10Y | +1,077.0% | +5.4% | +1,071.5% | +949.3% |
| All | +10,532.8% | +2,225.1% | +8,307.7% | +3,411.0% |
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