+217.9%
CMCSA vs BND
+76.6%
+141.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +3.8% | -0.4% | +4.2% | +3.8% |
| 3M | +12.3% | -0.2% | +12.6% | +12.3% |
| 6M | -15.4% | -1.2% | -14.2% | -15.5% |
| YTD | -2.5% | -0.3% | -2.2% | -2.5% |
| 1Y | -13.4% | +0.4% | -13.8% | -13.3% |
| 3Y | -30.4% | +13.4% | -43.8% | -29.0% |
| 5Y | -45.0% | -1.5% | -43.5% | -47.4% |
| 10Y | +10.2% | +15.5% | -5.3% | +18.6% |
| All | +217.9% | +76.6% | +141.3% | +348.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling