+4.7%
CMCSA vs CPB
-38.9%
+43.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.9% |
| 7D | +3.2% | -1.6% | +4.7% | +3.4% |
| 30D | +19.5% | +19.2% | +0.3% | +15.8% |
| 3M | -2.4% | -0.9% | -1.5% | -2.5% |
| 6M | +3.8% | +15.2% | -11.4% | +1.0% |
| YTD | -5.4% | -13.1% | +7.7% | -3.8% |
| 1Y | +1.1% | -22.4% | +23.5% | +4.6% |
| 3Y | -27.1% | -35.3% | +8.2% | -22.9% |
| 5Y | -40.3% | -33.0% | -7.3% | -37.8% |
| All | +4.7% | -38.9% | +43.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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