+10.2%
CMCSA vs CNH
+152.9%
-142.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.9% |
| 7D | +0.1% | +8.8% | -8.7% | -2.3% |
| 30D | +3.8% | +24.7% | -20.8% | -2.6% |
| 3M | +12.3% | +27.3% | -15.0% | +4.4% |
| 6M | -15.4% | +23.2% | -38.5% | -21.3% |
| YTD | -2.5% | +48.9% | -51.4% | -14.3% |
| 1Y | -13.4% | +19.4% | -32.8% | -19.2% |
| 3Y | -30.4% | +7.8% | -38.1% | -34.8% |
| 5Y | -45.0% | +8.7% | -53.7% | -50.4% |
| 10Y | +10.2% | +149.5% | -139.4% | -27.1% |
| All | +10.2% | +152.9% | -142.8% | -27.1% |
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