-21.6%
CMCSA vs NXT
+171.8%
-193.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.6% | -3.0% | -6.5% |
| 7D | -8.3% | -0.2% | -8.1% | -8.3% |
| 30D | -2.4% | -20.0% | +17.5% | -1.8% |
| 3M | +4.5% | -30.9% | +35.4% | +5.6% |
| 6M | -18.8% | -23.8% | +5.1% | -18.6% |
| YTD | -8.9% | -5.4% | -3.5% | -9.8% |
| 1Y | -18.3% | +28.0% | -46.3% | -20.5% |
| 3Y | -35.0% | +93.3% | -128.3% | -40.1% |
| All | -21.6% | +171.8% | -193.3% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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