+6.4%
CMCSA vs ALL
+372.0%
-365.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | -0.2% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +19.8% | +13.8% | +6.0% | +13.7% |
| 3M | -0.3% | -2.8% | +2.5% | +0.7% |
| 6M | +0.3% | +23.7% | -23.4% | -8.5% |
| YTD | -6.9% | +27.3% | -34.2% | -16.3% |
| 1Y | +2.6% | +30.5% | -28.0% | -8.8% |
| 3Y | -29.0% | +113.0% | -142.0% | -50.1% |
| 5Y | -42.0% | +157.6% | -199.6% | -64.1% |
| 10Y | +6.4% | +368.4% | -361.9% | -40.5% |
| All | +6.4% | +372.0% | -365.5% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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