+8.2%
CMCSA vs B
+183.2%
-175.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | +0.4% |
| 7D | +2.7% | +11.3% | -8.6% | +2.3% |
| 30D | +18.6% | +2.9% | +15.7% | +18.5% |
| 3M | -1.8% | -2.9% | +1.0% | -1.9% |
| 6M | -0.7% | -1.2% | +0.5% | -0.8% |
| YTD | -7.8% | -1.3% | -6.5% | -8.2% |
| 1Y | +0.7% | +30.4% | -29.7% | -1.1% |
| 3Y | -28.0% | +195.3% | -223.2% | -33.1% |
| 5Y | -42.1% | +146.2% | -188.3% | -46.1% |
| 10Y | +8.2% | +200.5% | -192.3% | +0.5% |
| All | +8.2% | +183.2% | -175.1% | +0.5% |
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