-21.3%
CMCSA vs CTVA
+131.3%
-152.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.2% | +0.8% |
| 7D | +3.2% | -20.8% | +23.9% | +8.4% |
| 30D | +19.5% | -29.6% | +49.2% | +29.7% |
| 3M | -2.4% | -16.9% | +14.5% | +0.5% |
| 6M | +3.8% | -24.3% | +28.1% | +9.3% |
| YTD | -5.4% | -5.6% | +0.2% | -7.2% |
| 1Y | +1.1% | -4.2% | +5.3% | -1.3% |
| 3Y | -27.1% | +43.3% | -70.4% | -38.5% |
| 5Y | -40.3% | +35.7% | -76.0% | -49.9% |
| All | -21.3% | +131.3% | -152.6% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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