+11.0%
CMCSA vs FIX
+3,608.1%
-3,597.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.7% | -3.0% |
| 7D | +5.0% | -17.5% | +22.5% | +7.2% |
| 30D | +16.5% | -41.6% | +58.0% | +24.3% |
| 3M | -1.6% | -40.6% | +39.0% | +4.4% |
| 6M | -5.0% | -49.4% | +44.3% | +2.3% |
| YTD | -8.3% | +9.2% | -17.4% | -14.6% |
| 1Y | +0.4% | +6.5% | -6.1% | -6.5% |
| 3Y | -31.0% | +448.7% | -479.7% | -58.9% |
| 5Y | -42.5% | +948.7% | -991.3% | -72.2% |
| All | +11.0% | +3,608.1% | -3,597.1% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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