+6.4%
CMCSA vs CPRT
+382.0%
-375.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | +4.6% | +4.0% | +0.6% | +3.1% |
| 30D | +19.8% | +18.2% | +1.6% | +12.8% |
| 3M | -0.3% | +9.2% | -9.4% | -3.9% |
| 6M | +0.3% | -4.8% | +5.1% | +1.0% |
| YTD | -6.9% | -17.5% | +10.6% | -1.5% |
| 1Y | +2.6% | -22.0% | +24.6% | +10.8% |
| 3Y | -29.0% | -33.7% | +4.7% | -20.5% |
| 5Y | -42.0% | -15.0% | -27.0% | -42.5% |
| 10Y | +6.4% | +385.2% | -378.7% | -38.2% |
| All | +6.4% | +382.0% | -375.6% | -38.2% |
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