+10.2%
CMCSA vs CI
+142.6%
-132.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | +0.1% | -2.0% | +2.1% | +0.7% |
| 30D | +3.8% | -1.8% | +5.6% | +4.3% |
| 3M | +12.3% | -4.2% | +16.6% | +13.5% |
| 6M | -15.4% | +2.7% | -18.1% | -16.3% |
| YTD | -2.5% | +1.9% | -4.4% | -3.6% |
| 1Y | -13.4% | -6.3% | -7.1% | -12.8% |
| 3Y | -30.4% | +3.9% | -34.2% | -33.5% |
| 5Y | -45.0% | +41.9% | -86.9% | -53.4% |
| 10Y | +10.2% | +140.4% | -130.2% | -20.4% |
| All | +10.2% | +142.6% | -132.4% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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