+6.1%
CMCSA vs CMI
+516.5%
-510.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | -1.1% | -12.4% | +11.3% | +2.7% |
| 3M | +6.6% | -14.8% | +21.3% | +10.6% |
| 6M | -15.5% | +0.8% | -16.3% | -17.8% |
| YTD | -6.7% | +10.2% | -16.9% | -12.8% |
| 1Y | -15.6% | +37.4% | -53.0% | -27.6% |
| 3Y | -33.7% | +153.3% | -187.0% | -55.9% |
| 5Y | -46.6% | +167.6% | -214.2% | -65.8% |
| All | +6.1% | +516.5% | -510.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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