+10.2%
CMCSA vs CB
+214.7%
-204.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.4% |
| 30D | +3.8% | -3.9% | +7.7% | +5.7% |
| 3M | +12.3% | +4.9% | +7.4% | +9.6% |
| 6M | -15.4% | +3.3% | -18.6% | -16.8% |
| YTD | -2.5% | +8.5% | -11.0% | -6.3% |
| 1Y | -13.4% | +22.1% | -35.4% | -21.2% |
| 3Y | -30.4% | +70.1% | -100.5% | -46.1% |
| 5Y | -45.0% | +97.4% | -142.4% | -60.9% |
| 10Y | +10.2% | +216.8% | -206.7% | -35.7% |
| All | +10.2% | +214.7% | -204.5% | -35.7% |
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