+6.4%
CMCSA vs BP
+124.7%
-118.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +4.6% | -6.3% | +10.9% | +6.0% |
| 30D | +19.8% | -3.6% | +23.4% | +20.5% |
| 3M | -0.3% | +5.2% | -5.5% | -1.8% |
| 6M | +0.3% | +5.3% | -5.0% | -1.7% |
| YTD | -6.9% | +33.1% | -40.0% | -14.4% |
| 1Y | +2.6% | +26.3% | -23.7% | -4.5% |
| 3Y | -29.0% | +47.5% | -76.5% | -37.4% |
| 5Y | -42.0% | +106.2% | -148.2% | -54.5% |
| 10Y | +6.4% | +127.0% | -120.5% | -14.0% |
| All | +6.4% | +124.7% | -118.3% | -14.0% |
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