+211.0%
CMCSA vs BIL
+30.4%
+180.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.4% |
| 7D | -2.1% | +0.1% | -2.2% | -1.7% |
| 30D | +7.0% | +0.3% | +6.7% | +8.7% |
| 3M | +15.1% | +0.9% | +14.1% | +20.4% |
| 6M | -15.4% | +1.8% | -17.2% | -7.5% |
| YTD | -1.9% | +2.4% | -4.3% | +10.3% |
| 1Y | -12.7% | +3.7% | -16.4% | +4.2% |
| 3Y | -31.0% | +14.2% | -45.2% | +31.4% |
| 5Y | -46.1% | +19.4% | -65.5% | +28.5% |
| 10Y | +10.8% | +25.2% | -14.4% | +237.4% |
| All | +211.0% | +30.4% | +180.6% | +893.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling