+10.5%
CMCSA vs CSGP
+45.2%
-34.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | -2.1% | -4.1% | +2.0% | -1.0% |
| 30D | +7.0% | +2.3% | +4.7% | +6.1% |
| 3M | +15.1% | -8.2% | +23.3% | +17.1% |
| 6M | -15.4% | -35.1% | +19.7% | -5.7% |
| YTD | -1.9% | -54.0% | +52.1% | +18.8% |
| 1Y | -12.7% | -65.3% | +52.6% | +14.4% |
| 3Y | -31.0% | -62.6% | +31.6% | -13.8% |
| 5Y | -46.1% | -64.8% | +18.7% | -33.2% |
| All | +10.5% | +45.2% | -34.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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