+5.4%
CMCSA vs COP
+321.4%
-316.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +21.0% | +0.2% | +20.8% | +20.7% |
| 3M | -0.9% | +10.2% | -11.2% | -3.3% |
| 6M | +2.9% | +20.1% | -17.2% | -1.7% |
| YTD | -5.9% | +50.5% | -56.4% | -14.9% |
| 1Y | +2.5% | +56.8% | -54.3% | -8.3% |
| 3Y | -28.3% | +30.3% | -58.5% | -34.0% |
| 5Y | -40.8% | +126.8% | -167.6% | -53.4% |
| 10Y | +5.4% | +325.0% | -319.6% | -28.1% |
| All | +5.4% | +321.4% | -316.0% | -28.1% |
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