+4.7%
CMCSA vs CF
+479.1%
-474.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +3.2% | +4.8% | -1.6% | +2.3% |
| 30D | +19.5% | +4.7% | +14.8% | +18.5% |
| 3M | -2.4% | +7.4% | -9.8% | -3.9% |
| 6M | +3.8% | +0.6% | +3.3% | +3.0% |
| YTD | -5.4% | +64.1% | -69.5% | -15.6% |
| 1Y | +1.1% | +51.4% | -50.3% | -8.4% |
| 3Y | -27.1% | +67.8% | -94.9% | -36.5% |
| 5Y | -40.3% | +114.1% | -154.4% | -53.0% |
| All | +4.7% | +479.1% | -474.3% | -34.4% |
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