+8.2%
CMCSA vs CB
+246.2%
-238.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +2.7% | -1.5% | +4.2% | +3.4% |
| 30D | +18.6% | +6.5% | +12.1% | +15.4% |
| 3M | -1.8% | +4.1% | -5.9% | -3.6% |
| 6M | -0.7% | +14.4% | -15.1% | -6.9% |
| YTD | -7.8% | +17.5% | -25.3% | -14.6% |
| 1Y | +0.7% | +27.5% | -26.8% | -10.1% |
| 3Y | -28.0% | +71.6% | -99.6% | -44.5% |
| 5Y | -42.1% | +100.6% | -142.7% | -59.1% |
| 10Y | +8.2% | +243.0% | -234.8% | -40.6% |
| All | +8.2% | +246.2% | -238.0% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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