+6.1%
CMCSA vs CG
+314.7%
-308.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -4.9% | -9.9% | +5.0% | -2.1% |
| 30D | -1.1% | -11.7% | +10.6% | +2.2% |
| 3M | +6.6% | -4.3% | +10.8% | +7.4% |
| 6M | -15.5% | -8.8% | -6.7% | -14.1% |
| YTD | -6.7% | -26.9% | +20.2% | 0.0% |
| 1Y | -15.6% | -35.4% | +19.8% | -6.6% |
| 3Y | -33.7% | +43.0% | -76.7% | -44.6% |
| 5Y | -46.6% | +1.9% | -48.5% | -52.7% |
| All | +6.1% | +314.7% | -308.6% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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