-17.0%
CMCSA vs CAI
-9.9%
-7.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -4.9% | -2.9% | -2.0% | -4.8% |
| 30D | -1.1% | +9.3% | -10.4% | -1.2% |
| 3M | +6.6% | +35.2% | -28.7% | +6.1% |
| 6M | -15.5% | +30.7% | -46.2% | -16.0% |
| YTD | -6.7% | -9.8% | +3.1% | -7.2% |
| 1Y | -15.6% | -28.9% | +13.3% | -15.1% |
| All | -17.0% | -9.9% | -7.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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