+11.0%
CMCSA vs ACWI
+219.0%
-208.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +5.0% | -2.4% | +7.4% | +7.0% |
| 30D | +16.5% | -5.2% | +21.7% | +21.2% |
| 3M | -1.6% | -4.8% | +3.2% | +2.0% |
| 6M | -5.0% | -1.3% | -3.7% | -4.9% |
| YTD | -8.3% | +8.4% | -16.7% | -15.7% |
| 1Y | +0.4% | +11.0% | -10.6% | -9.7% |
| 3Y | -31.0% | +70.6% | -101.5% | -58.0% |
| 5Y | -42.5% | +55.3% | -97.9% | -62.2% |
| All | +11.0% | +219.0% | -208.0% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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