+207.2%
C vs CMCSA
+4.9%
+202.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +4.7% | -0.6% | +5.3% | +5.0% |
| 30D | +0.2% | +18.8% | -18.6% | -8.6% |
| 3M | -9.3% | -1.1% | -8.2% | -9.6% |
| 6M | -0.8% | +2.5% | -3.4% | -4.0% |
| YTD | +8.5% | -6.7% | +15.2% | +8.2% |
| 1Y | +23.1% | 0.0% | +23.1% | +17.3% |
| 3Y | +220.8% | -28.9% | +249.7% | +263.7% |
| 5Y | +112.4% | -41.1% | +153.5% | +164.4% |
| All | +207.2% | +4.9% | +202.3% | +173.5% |
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