+6.1%
CMCSA vs IT
+103.1%
-97.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.1% | -1.2% |
| 7D | -4.9% | -3.7% | -1.2% | -4.1% |
| 30D | -1.1% | +0.1% | -1.1% | -1.4% |
| 3M | +6.6% | +20.7% | -14.1% | +0.1% |
| 6M | -15.5% | +12.0% | -27.4% | -19.8% |
| YTD | -6.7% | -28.8% | +22.1% | -0.6% |
| 1Y | -15.6% | -25.5% | +9.9% | -11.7% |
| 3Y | -33.7% | -48.8% | +15.1% | -25.1% |
| 5Y | -46.6% | -42.7% | -3.9% | -43.4% |
| All | +6.1% | +103.1% | -97.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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