+4.6%
CMCSA vs CME
+280.6%
-276.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.4% |
| 7D | -8.3% | -0.6% | -7.6% | -8.1% |
| 30D | -2.4% | +4.7% | -7.1% | -3.8% |
| 3M | +4.5% | +7.8% | -3.3% | +1.9% |
| 6M | -18.8% | -11.0% | -7.8% | -16.1% |
| YTD | -8.9% | +4.0% | -13.0% | -10.7% |
| 1Y | -18.3% | +9.1% | -27.4% | -21.2% |
| 3Y | -35.0% | +52.3% | -87.2% | -45.0% |
| 5Y | -48.2% | +76.1% | -124.2% | -59.2% |
| 10Y | +4.6% | +280.6% | -276.0% | -35.6% |
| All | +4.6% | +280.6% | -276.1% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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