-17.1%
CMCSA vs NTR
+97.9%
-115.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.9% | -1.3% | -3.6% | -4.6% |
| 30D | -1.1% | +16.8% | -17.8% | -4.6% |
| 3M | +6.6% | +20.7% | -14.2% | +1.8% |
| 6M | -15.5% | +0.5% | -16.0% | -16.2% |
| YTD | -6.7% | +29.2% | -35.9% | -13.2% |
| 1Y | -15.6% | +39.6% | -55.2% | -23.3% |
| 3Y | -33.7% | +37.9% | -71.6% | -40.5% |
| 5Y | -46.6% | +47.1% | -93.7% | -56.4% |
| All | -17.1% | +97.9% | -115.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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