+4.6%
CMCSA vs COR
+399.7%
-395.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.2% | -6.5% |
| 7D | -8.3% | -3.9% | -4.4% | -7.2% |
| 30D | -2.4% | -0.3% | -2.1% | -2.4% |
| 3M | +4.5% | +15.9% | -11.4% | 0.0% |
| 6M | -18.8% | -10.3% | -8.5% | -16.8% |
| YTD | -8.9% | -3.7% | -5.2% | -9.0% |
| 1Y | -18.3% | +9.1% | -27.4% | -21.9% |
| 3Y | -35.0% | +86.6% | -121.5% | -48.8% |
| 5Y | -48.2% | +180.9% | -229.1% | -64.9% |
| 10Y | +4.6% | +407.4% | -402.9% | -41.1% |
| All | +4.6% | +399.7% | -395.2% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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