+6.1%
CMCSA vs COPX
+583.8%
-577.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.9% | -2.3% | -2.5% | -4.5% |
| 30D | -1.1% | +0.3% | -1.3% | -1.4% |
| 3M | +6.6% | +6.8% | -0.3% | +4.3% |
| 6M | -15.5% | +7.9% | -23.4% | -18.4% |
| YTD | -6.7% | +23.7% | -30.4% | -13.8% |
| 1Y | -15.6% | +71.5% | -87.1% | -28.6% |
| 3Y | -33.7% | +149.1% | -182.8% | -50.8% |
| 5Y | -46.6% | +167.3% | -214.0% | -62.4% |
| All | +6.1% | +583.8% | -577.7% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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