+10.2%
CMCSA vs CMS
+117.1%
-106.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | +3.8% | -3.2% | +7.0% | +5.1% |
| 3M | +12.3% | -2.2% | +14.5% | +13.2% |
| 6M | -15.4% | -9.4% | -6.0% | -12.2% |
| YTD | -2.5% | +0.7% | -3.2% | -2.9% |
| 1Y | -13.4% | +0.4% | -13.7% | -13.8% |
| 3Y | -30.4% | +35.2% | -65.5% | -39.2% |
| 5Y | -45.0% | +24.1% | -69.2% | -50.9% |
| 10Y | +10.2% | +115.8% | -105.6% | -11.8% |
| All | +10.2% | +117.1% | -106.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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