-42.1%
CMCSA vs CI
+49.2%
-91.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +2.7% | +0.1% | +2.5% | +2.7% |
| 30D | +18.6% | +4.7% | +14.0% | +17.5% |
| 3M | -1.8% | +5.2% | -7.1% | -2.9% |
| 6M | -0.7% | +3.8% | -4.5% | -1.6% |
| YTD | -7.8% | +9.2% | -17.0% | -9.9% |
| 1Y | +0.7% | +14.3% | -13.5% | -2.5% |
| 3Y | -28.0% | +8.4% | -36.4% | -30.5% |
| 5Y | -42.1% | +50.0% | -92.1% | -51.7% |
| All | -42.1% | +49.2% | -91.2% | -51.7% |
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