+10.2%
CMCSA vs CP
+219.6%
-209.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.1% | +2.4% | -2.3% | -0.8% |
| 30D | +3.8% | -0.5% | +4.4% | +4.0% |
| 3M | +12.3% | +1.4% | +10.9% | +11.6% |
| 6M | -15.4% | +10.3% | -25.7% | -18.9% |
| YTD | -2.5% | +24.3% | -26.8% | -11.1% |
| 1Y | -13.4% | +20.4% | -33.8% | -20.2% |
| 3Y | -30.4% | +21.8% | -52.1% | -37.4% |
| 5Y | -45.0% | +31.5% | -76.5% | -53.3% |
| 10Y | +10.2% | +223.2% | -213.0% | -36.0% |
| All | +10.2% | +219.6% | -209.5% | -36.0% |
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