+700.3%
CAT vs CMCSA
+8.2%
+692.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | +1.7% | +0.7% | +1.1% | +1.5% |
| 30D | -24.6% | +21.0% | -45.5% | -30.5% |
| 3M | -28.5% | -0.9% | -27.6% | -28.9% |
| 6M | -34.8% | +2.9% | -37.7% | -36.9% |
| YTD | +5.9% | -5.9% | +11.8% | +5.2% |
| 1Y | +6.8% | +2.5% | +4.4% | +1.6% |
| 3Y | +161.1% | -28.3% | +189.3% | +188.4% |
| 5Y | +213.4% | -40.8% | +254.2% | +271.8% |
| 10Y | +700.3% | +5.4% | +694.9% | +599.2% |
| All | +700.3% | +8.2% | +692.1% | +599.2% |
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