+8.2%
CMCSA vs D
+42.1%
-34.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | +18.6% | +10.7% | +7.9% | +14.9% |
| 3M | -1.8% | +2.3% | -4.1% | -2.5% |
| 6M | -0.7% | +12.5% | -13.2% | -4.6% |
| YTD | -7.8% | +20.1% | -27.9% | -13.5% |
| 1Y | +0.7% | +15.6% | -14.8% | -4.4% |
| 3Y | -28.0% | +75.2% | -103.1% | -41.7% |
| 5Y | -42.1% | +14.6% | -56.7% | -45.9% |
| 10Y | +8.2% | +43.8% | -35.6% | -2.4% |
| All | +8.2% | +42.1% | -34.0% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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