+6.1%
CMCSA vs CCJ
+1,065.5%
-1,059.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -4.9% | -4.0% | -0.8% | -4.5% |
| 30D | -1.1% | -2.4% | +1.3% | -0.9% |
| 3M | +6.6% | -2.3% | +8.9% | +6.5% |
| 6M | -15.5% | -16.2% | +0.7% | -14.5% |
| YTD | -6.7% | +5.7% | -12.3% | -8.3% |
| 1Y | -15.6% | +21.3% | -36.8% | -18.9% |
| 3Y | -33.7% | +159.4% | -193.1% | -43.5% |
| 5Y | -46.6% | +300.7% | -347.3% | -58.5% |
| All | +6.1% | +1,065.5% | -1,059.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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