+6.1%
CMCSA vs INDA
+84.7%
-78.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.3% |
| 7D | -4.9% | -2.7% | -2.2% | -3.7% |
| 30D | -1.1% | -2.8% | +1.7% | +0.2% |
| 3M | +6.6% | +1.6% | +4.9% | +5.8% |
| 6M | -15.5% | -1.4% | -14.1% | -15.2% |
| YTD | -6.7% | -10.1% | +3.5% | -2.6% |
| 1Y | -15.6% | -8.8% | -6.8% | -12.6% |
| 3Y | -33.7% | +7.6% | -41.3% | -36.9% |
| 5Y | -46.6% | +5.8% | -52.4% | -49.1% |
| All | +6.1% | +84.7% | -78.6% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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