+72.2%
V vs CMCSA
-45.8%
+118.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.7% | -2.1% | +0.4% | -1.1% |
| 30D | +2.0% | +7.0% | -5.1% | 0.0% |
| 3M | +17.4% | +15.1% | +2.3% | +12.5% |
| 6M | +17.5% | -15.4% | +32.9% | +22.3% |
| YTD | +7.6% | -1.9% | +9.5% | +6.6% |
| 1Y | +7.7% | -12.7% | +20.4% | +10.7% |
| 3Y | +54.7% | -31.0% | +85.7% | +69.2% |
| All | +72.2% | -45.8% | +118.0% | +97.9% |
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 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