+10.2%
CMCSA vs D
+35.9%
-25.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +3.8% | -0.7% | +4.6% | +4.0% |
| 3M | +12.3% | +2.1% | +10.2% | +11.5% |
| 6M | -15.4% | +6.8% | -22.2% | -17.5% |
| YTD | -2.5% | +16.5% | -19.0% | -7.7% |
| 1Y | -13.4% | +19.2% | -32.5% | -18.7% |
| 3Y | -30.4% | +61.9% | -92.2% | -42.3% |
| 5Y | -45.0% | +6.5% | -51.6% | -47.3% |
| 10Y | +10.2% | +35.3% | -25.1% | -0.7% |
| All | +10.2% | +35.9% | -25.7% | -0.7% |
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