+6.1%
CMCSA vs CRS
+1,392.1%
-1,386.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -4.9% | -6.8% | +1.9% | -3.7% |
| 30D | -1.1% | -16.1% | +15.1% | +1.8% |
| 3M | +6.6% | -21.2% | +27.7% | +10.4% |
| 6M | -15.5% | +8.7% | -24.2% | -17.8% |
| YTD | -6.7% | +41.0% | -47.6% | -13.9% |
| 1Y | -15.6% | +82.7% | -98.3% | -26.5% |
| 3Y | -33.7% | +604.8% | -638.5% | -57.4% |
| 5Y | -46.6% | +1,384.7% | -1,431.3% | -71.8% |
| All | +6.1% | +1,392.1% | -1,386.0% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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