+10.2%
CMCSA vs FIVE
+475.1%
-464.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.1% | +3.7% | -3.6% | -0.5% |
| 30D | +3.8% | +4.0% | -0.1% | +3.1% |
| 3M | +12.3% | +36.2% | -23.9% | +6.5% |
| 6M | -15.4% | +18.0% | -33.4% | -18.3% |
| YTD | -2.5% | +34.9% | -37.4% | -8.0% |
| 1Y | -13.4% | +67.9% | -81.3% | -21.5% |
| 3Y | -30.4% | +57.3% | -87.7% | -39.0% |
| 5Y | -45.0% | +39.5% | -84.6% | -52.2% |
| 10Y | +10.2% | +496.4% | -486.2% | -28.6% |
| All | +10.2% | +475.1% | -464.9% | -28.6% |
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