+4.7%
CMCSA vs CP
+257.3%
-252.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +3.2% | +2.1% | +1.0% | +2.3% |
| 30D | +19.5% | +9.3% | +10.2% | +15.4% |
| 3M | -2.4% | +0.5% | -2.9% | -2.6% |
| 6M | +3.8% | +10.4% | -6.6% | -0.3% |
| YTD | -5.4% | +28.7% | -34.1% | -15.0% |
| 1Y | +1.1% | +33.2% | -32.1% | -10.5% |
| 3Y | -27.1% | +38.4% | -65.6% | -37.9% |
| 5Y | -40.3% | +26.2% | -66.5% | -48.2% |
| All | +4.7% | +257.3% | -252.6% | -40.9% |
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