+6.4%
CMCSA vs FIX
+3,723.8%
-3,717.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | +4.6% | -13.9% | +18.5% | +6.1% |
| 30D | +19.8% | -35.5% | +55.3% | +26.1% |
| 3M | -0.3% | -33.9% | +33.7% | +4.2% |
| 6M | +0.3% | -43.3% | +43.6% | +6.2% |
| YTD | -6.9% | +18.7% | -25.6% | -14.3% |
| 1Y | +2.6% | +13.8% | -11.2% | -5.2% |
| 3Y | -29.0% | +495.0% | -524.0% | -58.2% |
| 5Y | -42.0% | +1,049.0% | -1,091.0% | -72.2% |
| 10Y | +6.4% | +3,644.4% | -3,638.0% | -64.0% |
| All | +6.4% | +3,723.8% | -3,717.4% | -64.0% |
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