-33.5%
CMCSA vs CART
+40.2%
-73.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +3.2% | +1.3% | +1.9% | +3.0% |
| 30D | +19.5% | +19.2% | +0.4% | +17.5% |
| 3M | -2.4% | +17.6% | -20.0% | -4.0% |
| 6M | +3.8% | +47.4% | -43.5% | +0.2% |
| YTD | -5.4% | +30.9% | -36.3% | -7.9% |
| 1Y | +1.1% | +46.0% | -44.8% | -2.7% |
| 3Y | -27.1% | +130.3% | -157.4% | -34.0% |
| All | -33.5% | +40.2% | -73.6% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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