+3.2%
CMCSA vs B
+218.7%
-215.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | -0.6% | -6.2% | +5.6% | -0.4% |
| 30D | +18.8% | -6.6% | +25.4% | +19.0% |
| 3M | -1.1% | -7.9% | +6.8% | -1.0% |
| 6M | +2.5% | -16.8% | +19.3% | +3.0% |
| YTD | -6.7% | -11.7% | +4.9% | -6.8% |
| 1Y | 0.0% | +3.5% | -3.5% | -1.0% |
| 3Y | -28.9% | +165.7% | -194.6% | -34.1% |
| 5Y | -41.1% | +108.4% | -149.5% | -45.2% |
| All | +3.2% | +218.7% | -215.4% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling