+3.2%
CMCSA vs COP
+335.3%
-332.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -0.6% | +3.4% | -4.0% | -1.3% |
| 30D | +18.8% | -0.6% | +19.4% | +18.7% |
| 3M | -1.1% | +10.8% | -11.9% | -3.6% |
| 6M | +2.5% | +19.6% | -17.1% | -2.0% |
| YTD | -6.7% | +52.9% | -59.6% | -15.9% |
| 1Y | 0.0% | +62.2% | -62.2% | -11.2% |
| 3Y | -28.9% | +32.4% | -61.2% | -34.8% |
| 5Y | -41.1% | +129.7% | -170.9% | -53.8% |
| All | +3.2% | +335.3% | -332.1% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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