+6.0%
CMCSA vs NSC
+336.2%
-330.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | -1.4% | -4.2% | -5.0% |
| 30D | -1.9% | -3.4% | +1.5% | -0.5% |
| 3M | +6.4% | +5.1% | +1.4% | +3.9% |
| 6M | -16.9% | +9.2% | -26.1% | -20.3% |
| YTD | -6.8% | +13.4% | -20.2% | -12.0% |
| 1Y | -15.9% | +20.8% | -36.7% | -22.8% |
| 3Y | -33.4% | +76.1% | -109.5% | -48.9% |
| 5Y | -46.7% | +45.3% | -92.0% | -56.5% |
| All | +6.0% | +336.2% | -330.2% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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