+6.1%
CMCSA vs CPAY
+155.2%
-149.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.9% | -2.0% | -2.9% | -4.3% |
| 30D | -1.1% | -0.4% | -0.7% | -0.9% |
| 3M | +6.6% | +16.4% | -9.8% | +1.5% |
| 6M | -15.5% | +23.5% | -39.0% | -21.6% |
| YTD | -6.7% | +35.7% | -42.3% | -16.9% |
| 1Y | -15.6% | +30.2% | -45.8% | -24.1% |
| 3Y | -33.7% | +49.7% | -83.4% | -44.5% |
| 5Y | -46.6% | +56.6% | -103.2% | -57.0% |
| All | +6.1% | +155.2% | -149.1% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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