+6.1%
CMCSA vs NTRS
+259.9%
-253.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.3% |
| 7D | -4.9% | +1.4% | -6.2% | -5.3% |
| 30D | -1.1% | -0.7% | -0.4% | -0.9% |
| 3M | +6.6% | +11.3% | -4.8% | +2.2% |
| 6M | -15.5% | +35.5% | -51.0% | -25.0% |
| YTD | -6.7% | +40.6% | -47.3% | -18.7% |
| 1Y | -15.6% | +49.2% | -64.8% | -28.3% |
| 3Y | -33.7% | +167.2% | -200.9% | -56.2% |
| 5Y | -46.6% | +94.9% | -141.6% | -61.1% |
| All | +6.1% | +259.9% | -253.8% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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