+220.1%
C vs CMCSA
+10.7%
+209.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -0.9% | +2.7% | -3.6% | -2.3% |
| 30D | -5.4% | +18.6% | -24.0% | -13.7% |
| 3M | -9.2% | -1.8% | -7.3% | -9.1% |
| 6M | -1.8% | -0.7% | -1.2% | -3.3% |
| YTD | +6.7% | -7.8% | +14.5% | +7.0% |
| 1Y | +23.5% | +0.7% | +22.8% | +17.0% |
| 3Y | +219.8% | -28.0% | +247.7% | +259.1% |
| 5Y | +112.4% | -42.1% | +154.5% | +166.9% |
| 10Y | +220.1% | +8.2% | +211.9% | +173.6% |
| All | +220.1% | +10.7% | +209.4% | +173.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling