+8.2%
CMCSA vs CNH
+134.0%
-125.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.4% | -2.4% |
| 7D | +2.7% | +8.6% | -5.9% | +0.3% |
| 30D | +18.6% | +12.6% | +6.1% | +14.7% |
| 3M | -1.8% | +17.5% | -19.4% | -7.0% |
| 6M | -0.7% | +18.1% | -18.8% | -6.6% |
| YTD | -7.8% | +40.4% | -48.2% | -18.2% |
| 1Y | +0.7% | +34.0% | -33.3% | -9.5% |
| 3Y | -28.0% | +35.3% | -63.2% | -37.2% |
| 5Y | -42.1% | -5.1% | -37.0% | -45.9% |
| 10Y | +8.2% | +124.0% | -115.9% | -21.5% |
| All | +8.2% | +134.0% | -125.8% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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