+6.1%
CMCSA vs JCI
+348.5%
-342.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.6% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | -1.1% | -4.4% | +3.4% | +0.3% |
| 3M | +6.6% | +1.7% | +4.9% | +5.3% |
| 6M | -15.5% | +8.8% | -24.3% | -19.1% |
| YTD | -6.7% | +22.6% | -29.3% | -14.8% |
| 1Y | -15.6% | +36.2% | -51.8% | -26.1% |
| 3Y | -33.7% | +168.0% | -201.7% | -56.5% |
| 5Y | -46.6% | +113.5% | -160.1% | -62.5% |
| All | +6.1% | +348.5% | -342.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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