-11.7%
CMCSA vs IR
+334.2%
-345.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -0.6% | +4.3% | -4.9% | -1.8% |
| 30D | +18.8% | +8.1% | +10.7% | +15.9% |
| 3M | -1.1% | +0.7% | -1.8% | -1.7% |
| 6M | +2.5% | +16.6% | -14.1% | -2.7% |
| YTD | -6.7% | +7.8% | -14.5% | -10.1% |
| 1Y | 0.0% | +9.9% | -10.0% | -4.3% |
| 3Y | -28.9% | +25.2% | -54.1% | -36.2% |
| 5Y | -41.1% | +46.8% | -87.9% | -50.7% |
| All | -11.7% | +334.2% | -345.8% | -43.3% |
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