+4.6%
CMCSA vs CPRT
+410.9%
-406.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.0% |
| 7D | -8.3% | -0.4% | -7.9% | -8.2% |
| 30D | -2.4% | +8.2% | -10.7% | -5.5% |
| 3M | +4.5% | +2.3% | +2.2% | +2.9% |
| 6M | -18.8% | -14.7% | -4.0% | -14.6% |
| YTD | -8.9% | -18.2% | +9.3% | -3.1% |
| 1Y | -18.3% | -33.4% | +15.1% | -6.3% |
| 3Y | -35.0% | -28.3% | -6.6% | -29.2% |
| 5Y | -48.2% | -9.8% | -38.3% | -49.8% |
| 10Y | +4.6% | +412.4% | -407.8% | -44.5% |
| All | +4.6% | +410.9% | -406.4% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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