+712.5%
CAT vs CMCSA
+10.7%
+701.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.5% | +6.7% | +7.0% |
| 7D | -2.4% | +2.7% | -5.1% | -3.6% |
| 30D | -25.0% | +18.6% | -43.6% | -30.4% |
| 3M | -28.7% | -1.8% | -26.9% | -28.9% |
| 6M | -33.0% | -0.7% | -32.3% | -34.2% |
| YTD | +5.4% | -7.8% | +13.2% | +5.5% |
| 1Y | +7.3% | +0.7% | +6.5% | +2.6% |
| 3Y | +166.0% | -28.0% | +194.0% | +192.6% |
| 5Y | +210.1% | -42.1% | +252.2% | +271.1% |
| 10Y | +712.5% | +8.2% | +704.4% | +602.0% |
| All | +712.5% | +10.7% | +701.8% | +602.0% |
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 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