+6.4%
CMCSA vs CF
+494.2%
-487.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.5% |
| 7D | +4.6% | +4.8% | -0.2% | +3.6% |
| 30D | +19.8% | +9.7% | +10.1% | +17.8% |
| 3M | -0.3% | +1.2% | -1.5% | -0.9% |
| 6M | +0.3% | +7.4% | -7.1% | -1.8% |
| YTD | -6.9% | +60.5% | -67.4% | -16.6% |
| 1Y | +2.6% | +50.7% | -48.2% | -7.1% |
| 3Y | -29.0% | +64.8% | -93.8% | -38.0% |
| 5Y | -42.0% | +115.8% | -157.8% | -54.6% |
| 10Y | +6.4% | +481.0% | -474.6% | -32.8% |
| All | +6.4% | +494.2% | -487.7% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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