+4.6%
CMCSA vs BUD
-24.2%
+28.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.4% | -6.0% |
| 7D | -8.3% | -1.3% | -7.0% | -7.9% |
| 30D | -2.4% | -6.1% | +3.7% | -0.6% |
| 3M | +4.5% | -3.8% | +8.3% | +5.7% |
| 6M | -18.8% | +8.2% | -26.9% | -20.9% |
| YTD | -8.9% | +23.6% | -32.5% | -14.9% |
| 1Y | -18.3% | +33.4% | -51.7% | -25.4% |
| 3Y | -35.0% | +45.3% | -80.3% | -43.4% |
| 5Y | -48.2% | +44.3% | -92.4% | -55.5% |
| 10Y | +4.6% | -22.8% | +27.3% | -4.4% |
| All | +4.6% | -24.2% | +28.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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