+6.1%
CMCSA vs BND
+15.0%
-8.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.9% | -1.0% | -3.9% | -4.4% |
| 30D | -1.1% | -1.1% | +0.1% | -0.5% |
| 3M | +6.6% | -1.9% | +8.4% | +7.6% |
| 6M | -15.5% | -1.6% | -13.8% | -14.7% |
| YTD | -6.7% | -1.2% | -5.4% | -6.1% |
| 1Y | -15.6% | -0.7% | -14.9% | -15.2% |
| 3Y | -33.7% | +12.5% | -46.2% | -37.6% |
| 5Y | -46.6% | -2.5% | -44.1% | -47.0% |
| All | +6.1% | +15.0% | -8.9% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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