+4.6%
CMCSA vs BP
+132.0%
-127.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.8% | -8.4% | -7.0% |
| 7D | -8.3% | +4.0% | -12.3% | -9.1% |
| 30D | -2.4% | +7.8% | -10.3% | -4.2% |
| 3M | +4.5% | +8.4% | -3.9% | +2.2% |
| 6M | -18.8% | +15.1% | -33.8% | -22.1% |
| YTD | -8.9% | +36.4% | -45.3% | -16.5% |
| 1Y | -18.3% | +40.9% | -59.2% | -25.9% |
| 3Y | -35.0% | +38.8% | -73.8% | -41.6% |
| 5Y | -48.2% | +141.1% | -189.2% | -61.1% |
| 10Y | +4.6% | +133.9% | -129.4% | -19.9% |
| All | +4.6% | +132.0% | -127.5% | -19.9% |
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