+8.2%
CMCSA vs FIX
+4,032.2%
-4,024.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.4% | -8.9% | -0.7% |
| 7D | +2.7% | -7.2% | +9.9% | +3.1% |
| 30D | +18.6% | -35.1% | +53.7% | +24.8% |
| 3M | -1.8% | -34.3% | +32.4% | +2.6% |
| 6M | -0.7% | -42.9% | +42.3% | +5.1% |
| YTD | -7.8% | +19.5% | -27.3% | -15.2% |
| 1Y | +0.7% | +16.8% | -16.0% | -7.3% |
| 3Y | -28.0% | +506.7% | -534.7% | -57.8% |
| 5Y | -42.1% | +1,046.7% | -1,088.8% | -72.3% |
| 10Y | +8.2% | +3,800.0% | -3,791.8% | -64.3% |
| All | +8.2% | +4,032.2% | -4,024.0% | -64.3% |
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