+3.2%
CMCSA vs CSGP
+61.2%
-58.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -0.6% | -6.1% | +5.5% | +1.1% |
| 30D | +18.8% | +0.3% | +18.4% | +18.1% |
| 3M | -1.1% | -1.3% | +0.2% | -1.5% |
| 6M | +2.5% | -8.9% | +11.5% | +3.8% |
| YTD | -6.7% | -55.2% | +48.5% | +13.0% |
| 1Y | 0.0% | -56.4% | +56.3% | +21.9% |
| 3Y | -28.9% | -62.2% | +33.3% | -11.9% |
| 5Y | -41.1% | -63.7% | +22.5% | -28.2% |
| All | +3.2% | +61.2% | -58.0% | -8.8% |
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