+10.2%
CMCSA vs P
+712.4%
-702.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | +0.1% | +7.8% | -7.7% | -0.7% |
| 30D | +3.8% | +12.3% | -8.5% | +2.2% |
| 3M | +12.3% | +37.1% | -24.8% | +7.7% |
| 6M | -15.4% | +66.1% | -81.5% | -21.4% |
| YTD | -2.5% | +50.9% | -53.4% | -8.9% |
| 1Y | -13.4% | +27.2% | -40.6% | -18.3% |
| 3Y | -30.4% | +158.7% | -189.0% | -44.1% |
| 5Y | -45.0% | +291.1% | -336.1% | -60.1% |
| 10Y | +10.2% | +715.0% | -704.8% | -32.8% |
| All | +10.2% | +712.4% | -702.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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