-42.1%
CMCSA vs CSGP
-62.4%
+20.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | 0.0% |
| 7D | +2.7% | -1.8% | +4.5% | +3.1% |
| 30D | +18.6% | +5.3% | +13.3% | +16.8% |
| 3M | -1.8% | +3.3% | -5.2% | -3.2% |
| 6M | -0.7% | -4.7% | +4.0% | -0.7% |
| YTD | -7.8% | -53.5% | +45.7% | +6.6% |
| 1Y | +0.7% | -53.7% | +54.5% | +16.4% |
| 3Y | -28.0% | -59.7% | +31.8% | -15.8% |
| 5Y | -42.1% | -62.5% | +20.4% | -31.2% |
| All | -42.1% | -62.4% | +20.3% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling