+6.1%
CMCSA vs BKR
+125.3%
-119.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -4.9% | -7.0% | +2.1% | -3.6% |
| 30D | -1.1% | -8.1% | +7.1% | +0.5% |
| 3M | +6.6% | -6.6% | +13.2% | +7.7% |
| 6M | -15.5% | +0.9% | -16.3% | -16.5% |
| YTD | -6.7% | +31.1% | -37.8% | -13.2% |
| 1Y | -15.6% | +27.7% | -43.3% | -21.3% |
| 3Y | -33.7% | +71.2% | -104.9% | -42.9% |
| 5Y | -46.6% | +177.6% | -224.3% | -60.2% |
| All | +6.1% | +125.3% | -119.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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