+10.2%
CMCSA vs B
+186.6%
-176.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.6% |
| 7D | +0.1% | +2.3% | -2.2% | 0.0% |
| 30D | +3.8% | +1.4% | +2.5% | +3.7% |
| 3M | +12.3% | +12.2% | +0.1% | +11.8% |
| 6M | -15.4% | -2.1% | -13.3% | -15.4% |
| YTD | -2.5% | +2.9% | -5.4% | -2.9% |
| 1Y | -13.4% | +55.3% | -68.7% | -15.8% |
| 3Y | -30.4% | +198.7% | -229.0% | -35.3% |
| 5Y | -45.0% | +153.8% | -198.8% | -48.9% |
| 10Y | +10.2% | +193.4% | -183.2% | +3.7% |
| All | +10.2% | +186.6% | -176.4% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded B 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling