+11.0%
CMCSA vs RACE
+740.1%
-729.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.8% |
| 7D | +5.0% | +5.1% | 0.0% | +3.6% |
| 30D | +16.5% | +7.7% | +8.8% | +14.1% |
| 3M | -1.6% | +2.2% | -3.8% | -2.3% |
| 6M | -5.0% | +23.8% | -28.8% | -10.9% |
| YTD | -8.3% | +13.9% | -22.2% | -12.4% |
| 1Y | +0.4% | +3.8% | -3.4% | -1.6% |
| 3Y | -31.0% | +28.0% | -59.0% | -38.7% |
| 5Y | -42.5% | +64.9% | -107.5% | -53.9% |
| All | +11.0% | +740.1% | -729.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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