+4.6%
CMCSA vs CAPR
-77.3%
+81.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.6% | -2.0% | -6.6% |
| 7D | -8.3% | -12.6% | +4.4% | -8.2% |
| 30D | -2.4% | +124.4% | -126.8% | -3.4% |
| 3M | +4.5% | -66.8% | +71.3% | +4.9% |
| 6M | -18.8% | -71.8% | +53.0% | -18.4% |
| YTD | -8.9% | -70.1% | +61.1% | -8.6% |
| 1Y | -18.3% | +33.3% | -51.6% | -21.4% |
| 3Y | -35.0% | +36.7% | -71.7% | -38.7% |
| 5Y | -48.2% | +72.5% | -120.6% | -51.7% |
| 10Y | +4.6% | -77.3% | +81.8% | -3.2% |
| All | +4.6% | -77.3% | +81.8% | -3.2% |
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