+8.2%
CMCSA vs CP
+261.0%
-252.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.3% |
| 7D | +2.7% | +2.8% | -0.1% | +1.6% |
| 30D | +18.6% | +11.3% | +7.3% | +13.7% |
| 3M | -1.8% | +2.9% | -4.7% | -3.0% |
| 6M | -0.7% | +9.8% | -10.4% | -4.4% |
| YTD | -7.8% | +28.5% | -36.4% | -17.1% |
| 1Y | +0.7% | +33.5% | -32.8% | -10.9% |
| 3Y | -28.0% | +31.9% | -59.9% | -37.3% |
| 5Y | -42.1% | +25.5% | -67.6% | -49.6% |
| 10Y | +8.2% | +257.6% | -249.4% | -38.3% |
| All | +8.2% | +261.0% | -252.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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