+1,126.0%
CAT vs CMCSA
+10.1%
+1,116.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | +5.6% | +0.1% | +5.4% | +5.5% |
| 30D | -2.3% | +3.8% | -6.2% | -4.1% |
| 3M | -10.0% | +12.3% | -22.3% | -15.3% |
| 6M | +21.2% | -15.4% | +36.6% | +28.0% |
| YTD | +44.4% | -2.5% | +46.9% | +42.4% |
| 1Y | +96.3% | -13.4% | +109.7% | +103.4% |
| 3Y | +203.9% | -30.4% | +234.3% | +243.6% |
| 5Y | +333.5% | -45.0% | +378.5% | +440.9% |
| 10Y | +1,126.0% | +10.2% | +1,115.9% | +875.8% |
| All | +1,126.0% | +10.1% | +1,116.0% | +875.8% |
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