-45.0%
CMCSA vs CI
+39.3%
-84.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.1% |
| 7D | +0.1% | -2.6% | +2.7% | +0.7% |
| 30D | +3.8% | -2.4% | +6.2% | +4.4% |
| 3M | +12.3% | -4.8% | +17.1% | +13.4% |
| 6M | -15.4% | +2.1% | -17.5% | -16.0% |
| YTD | -2.5% | +1.4% | -3.8% | -3.2% |
| 1Y | -13.4% | -6.8% | -6.6% | -12.7% |
| 3Y | -30.4% | +3.3% | -33.6% | -32.6% |
| 5Y | -45.0% | +41.1% | -86.1% | -54.9% |
| All | -45.0% | +39.3% | -84.4% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling