+190.8%
CMCSA vs BIL
+30.8%
+160.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.1% |
| 7D | +5.0% | -0.3% | +5.3% | +3.7% |
| 30D | +16.5% | 0.0% | +16.5% | +16.5% |
| 3M | -1.6% | +0.6% | -2.2% | +1.3% |
| 6M | -5.0% | +1.5% | -6.6% | +2.2% |
| YTD | -8.3% | +2.8% | -11.0% | +4.6% |
| 1Y | +0.4% | +3.3% | -2.9% | +17.8% |
| 3Y | -31.0% | +13.5% | -44.5% | +27.7% |
| 5Y | -42.5% | +19.8% | -62.3% | +39.1% |
| 10Y | +12.6% | +25.6% | -13.0% | +247.4% |
| All | +190.8% | +30.8% | +160.0% | +842.4% |
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