-13.7%
CMCSA vs IR
+274.4%
-288.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -6.0% |
| 7D | -8.3% | -1.9% | -6.4% | -7.7% |
| 30D | -2.4% | -15.0% | +12.6% | +2.3% |
| 3M | +4.5% | -0.4% | +4.9% | +4.2% |
| 6M | -18.8% | -15.0% | -3.7% | -15.4% |
| YTD | -8.9% | -7.1% | -1.9% | -8.0% |
| 1Y | -18.3% | -7.5% | -10.8% | -17.6% |
| 3Y | -35.0% | +6.3% | -41.3% | -38.7% |
| 5Y | -48.2% | +37.3% | -85.5% | -55.6% |
| All | -13.7% | +274.4% | -288.1% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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