+4.7%
CMCSA vs BP
+143.9%
-139.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +3.2% | +3.8% | -0.6% | +2.3% |
| 30D | +19.5% | -5.3% | +24.8% | +20.8% |
| 3M | -2.4% | +9.3% | -11.7% | -4.7% |
| 6M | +3.8% | +7.2% | -3.4% | +1.4% |
| YTD | -5.4% | +38.0% | -43.4% | -13.7% |
| 1Y | +1.1% | +33.2% | -32.1% | -7.0% |
| 3Y | -27.1% | +50.3% | -77.4% | -35.9% |
| 5Y | -40.3% | +114.1% | -154.4% | -53.6% |
| All | +4.7% | +143.9% | -139.2% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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