-9.2%
CMCSA vs CARR
+421.5%
-430.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -4.9% | -3.8% | -1.1% | -4.2% |
| 30D | -1.1% | -8.9% | +7.8% | +0.7% |
| 3M | +6.6% | -17.3% | +23.9% | +10.0% |
| 6M | -15.5% | -1.4% | -14.1% | -16.4% |
| YTD | -6.7% | +10.0% | -16.7% | -10.0% |
| 1Y | -15.6% | -6.4% | -9.2% | -15.9% |
| 3Y | -33.7% | +1.5% | -35.2% | -36.1% |
| 5Y | -46.6% | +9.3% | -55.9% | -51.0% |
| All | -9.2% | +421.5% | -430.7% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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