+4.7%
CMCSA vs CAPR
-65.7%
+70.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.9% | +8.4% | +1.5% |
| 7D | +3.2% | +5.9% | -2.7% | +3.1% |
| 30D | +19.5% | +44.6% | -25.1% | +19.0% |
| 3M | -2.4% | +126.4% | -128.8% | -3.4% |
| 6M | +3.8% | -68.6% | +72.4% | +4.1% |
| YTD | -5.4% | -67.0% | +61.6% | -5.3% |
| 1Y | +1.1% | +65.2% | -64.0% | -3.0% |
| 3Y | -27.1% | +235.6% | -262.7% | -32.1% |
| 5Y | -40.3% | +175.4% | -215.7% | -44.6% |
| All | +4.7% | -65.7% | +70.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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