+8.2%
CMCSA vs FIVE
+596.6%
-588.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -0.4% |
| 7D | +2.7% | +6.2% | -3.5% | +1.6% |
| 30D | +18.6% | +18.2% | +0.5% | +15.4% |
| 3M | -1.8% | +3.8% | -5.7% | -2.7% |
| 6M | -0.7% | +13.7% | -14.4% | -3.4% |
| YTD | -7.8% | +34.7% | -42.5% | -13.1% |
| 1Y | +0.7% | +66.6% | -65.9% | -8.5% |
| 3Y | -28.0% | +44.3% | -72.2% | -35.7% |
| 5Y | -42.1% | +18.8% | -60.9% | -47.8% |
| 10Y | +8.2% | +569.2% | -561.0% | -28.9% |
| All | +8.2% | +596.6% | -588.4% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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