+6.0%
CMCSA vs NEM
+316.8%
-310.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.4% |
| 7D | -5.6% | -3.3% | -2.3% | -5.5% |
| 30D | -1.9% | +7.8% | -9.7% | -2.1% |
| 3M | +6.4% | +36.3% | -29.8% | +5.2% |
| 6M | -16.9% | +6.6% | -23.5% | -17.2% |
| YTD | -6.8% | +27.1% | -33.9% | -8.1% |
| 1Y | -15.9% | +62.3% | -78.2% | -18.5% |
| 3Y | -33.4% | +245.1% | -278.5% | -39.3% |
| 5Y | -46.7% | +154.0% | -200.7% | -51.0% |
| All | +6.0% | +316.8% | -310.9% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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