-1.1%
CMCSA vs REPL
+36.1%
-37.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.3% |
| 7D | +0.7% | +5.3% | -4.6% | +0.5% |
| 30D | +21.0% | +66.6% | -45.7% | +19.2% |
| 3M | -0.9% | +59.6% | -60.5% | -2.4% |
| 6M | +2.9% | +482.4% | -479.5% | -5.2% |
| YTD | -5.9% | +124.1% | -130.0% | -12.5% |
| 1Y | +2.5% | +138.6% | -136.1% | -5.0% |
| 3Y | -28.3% | +96.0% | -124.3% | -40.1% |
| 5Y | -40.8% | -35.4% | -5.4% | -47.5% |
| All | -1.1% | +36.1% | -37.2% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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