+4.7%
CMCSA vs CNH
+106.0%
-101.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +3.2% | +3.0% | +0.1% | +2.1% |
| 30D | +19.5% | -0.6% | +20.1% | +19.4% |
| 3M | -2.4% | +14.6% | -17.0% | -6.9% |
| 6M | +3.8% | +11.8% | -7.9% | -1.0% |
| YTD | -5.4% | +30.4% | -35.8% | -14.4% |
| 1Y | +1.1% | +19.1% | -17.9% | -6.2% |
| 3Y | -27.1% | +30.2% | -57.3% | -35.9% |
| 5Y | -40.3% | -17.8% | -22.5% | -41.8% |
| All | +4.7% | +106.0% | -101.3% | -22.2% |
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