+192.2%
CMCSA vs BIL
+30.8%
+161.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | +2.7% | +0.1% | +2.6% | +3.1% |
| 30D | +18.6% | 0.0% | +18.7% | +18.5% |
| 3M | -1.8% | +0.6% | -2.4% | +1.0% |
| 6M | -0.7% | +1.5% | -2.2% | +6.8% |
| YTD | -7.8% | +2.8% | -10.6% | +5.3% |
| 1Y | +0.7% | +3.3% | -2.6% | +18.1% |
| 3Y | -28.0% | +13.4% | -41.4% | +32.9% |
| 5Y | -42.1% | +19.8% | -61.9% | +40.4% |
| 10Y | +8.2% | +25.6% | -17.5% | +234.8% |
| All | +192.2% | +30.8% | +161.4% | +847.9% |
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 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