+6.1%
CMCSA vs JBL
+1,558.3%
-1,552.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.9% |
| 7D | -4.9% | +2.4% | -7.3% | -5.4% |
| 30D | -1.1% | -13.1% | +12.1% | +1.6% |
| 3M | +6.6% | -15.6% | +22.1% | +9.5% |
| 6M | -15.5% | +24.6% | -40.0% | -21.2% |
| YTD | -6.7% | +39.6% | -46.3% | -15.9% |
| 1Y | -15.6% | +48.6% | -64.2% | -25.8% |
| 3Y | -33.7% | +197.3% | -230.9% | -54.1% |
| 5Y | -46.6% | +413.0% | -459.6% | -69.6% |
| All | +6.1% | +1,558.3% | -1,552.2% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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