+8.2%
CMCSA vs CF
+546.3%
-538.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +2.7% | -0.9% | +3.6% | +2.7% |
| 30D | +18.6% | +6.9% | +11.7% | +17.1% |
| 3M | -1.8% | +4.8% | -6.7% | -3.1% |
| 6M | -0.7% | +4.7% | -5.3% | -2.4% |
| YTD | -7.8% | +56.5% | -64.3% | -17.1% |
| 1Y | +0.7% | +48.4% | -47.7% | -8.6% |
| 3Y | -28.0% | +59.1% | -87.1% | -36.7% |
| 5Y | -42.1% | +109.5% | -151.6% | -54.4% |
| 10Y | +8.2% | +487.0% | -478.8% | -32.0% |
| All | +8.2% | +546.3% | -538.1% | -32.0% |
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