+4.6%
CMCSA vs FLEX
+1,045.8%
-1,041.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.4% |
| 7D | -8.3% | +6.4% | -14.6% | -9.2% |
| 30D | -2.4% | -5.9% | +3.4% | -1.8% |
| 3M | +4.5% | -23.5% | +28.0% | +7.7% |
| 6M | -18.8% | +83.7% | -102.5% | -30.6% |
| YTD | -8.9% | +86.5% | -95.4% | -23.0% |
| 1Y | -18.3% | +100.5% | -118.8% | -32.6% |
| 3Y | -35.0% | +469.8% | -504.8% | -59.5% |
| 5Y | -48.2% | +725.7% | -773.8% | -71.1% |
| 10Y | +4.6% | +1,086.7% | -1,082.2% | -50.2% |
| All | +4.6% | +1,045.8% | -1,041.2% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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