-42.1%
CMCSA vs BIL
+19.8%
-61.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | +5.0% | -0.3% | +5.3% | +4.4% |
| 30D | +16.5% | 0.0% | +16.5% | +15.9% |
| 3M | -1.6% | +0.6% | -2.2% | -1.6% |
| 6M | -5.0% | +1.5% | -6.6% | -3.8% |
| YTD | -8.3% | +2.8% | -11.0% | -5.5% |
| 1Y | +0.4% | +3.3% | -2.9% | +3.9% |
| 3Y | -31.0% | +13.5% | -44.5% | -20.7% |
| All | -42.1% | +19.8% | -61.9% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling