+3.2%
CMCSA vs BIL
+26.1%
-22.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.5% |
| 30D | +18.8% | +0.3% | +18.5% | +19.2% |
| 3M | -1.1% | +0.9% | -2.0% | -0.2% |
| 6M | +2.5% | +1.8% | +0.7% | +4.8% |
| YTD | -6.7% | +3.1% | -9.9% | -3.1% |
| 1Y | 0.0% | +3.7% | -3.7% | +4.4% |
| 3Y | -28.9% | +13.8% | -42.7% | -19.9% |
| 5Y | -41.1% | +20.2% | -61.4% | -33.0% |
| All | +3.2% | +26.1% | -22.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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