+3.2%
CMCSA vs CCI
+65.8%
-62.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -0.6% | -1.4% | +0.8% | -0.2% |
| 30D | +18.8% | +12.7% | +6.0% | +14.1% |
| 3M | -1.1% | +23.0% | -24.1% | -8.1% |
| 6M | +2.5% | +0.6% | +1.9% | +1.4% |
| YTD | -6.7% | +4.9% | -11.6% | -9.5% |
| 1Y | 0.0% | +0.7% | -0.7% | -1.7% |
| 3Y | -28.9% | +10.2% | -39.1% | -34.0% |
| 5Y | -41.1% | -36.4% | -4.7% | -33.6% |
| All | +3.2% | +65.8% | -62.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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