-47.2%
CMCSA vs BND
-2.6%
-44.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.9% | -1.0% | -3.9% | -4.3% |
| 30D | -1.1% | -1.1% | +0.1% | -0.4% |
| 3M | +6.6% | -1.9% | +8.4% | +7.7% |
| 6M | -15.5% | -1.6% | -13.8% | -14.7% |
| YTD | -6.7% | -1.2% | -5.4% | -6.0% |
| 1Y | -15.6% | -0.7% | -14.9% | -15.2% |
| 3Y | -33.7% | +12.5% | -46.2% | -38.1% |
| All | -47.2% | -2.6% | -44.6% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling