-42.4%
CMCSA vs COMP
-49.2%
+6.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | 0.0% |
| 7D | +2.7% | +14.5% | -11.9% | +1.5% |
| 30D | +18.6% | +14.9% | +3.7% | +17.1% |
| 3M | -1.8% | -14.2% | +12.4% | -1.0% |
| 6M | -0.7% | +23.7% | -24.4% | -2.9% |
| YTD | -7.8% | +2.1% | -9.9% | -9.3% |
| 1Y | +0.7% | +26.2% | -25.5% | -2.7% |
| 3Y | -28.0% | +470.9% | -498.9% | -40.5% |
| 5Y | -42.1% | -14.0% | -28.1% | -49.6% |
| All | -42.4% | -49.2% | +6.8% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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