+2.5%
CMCSA vs REPL
-7.7%
+10.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | +0.1% | -5.7% | +5.9% | +0.3% |
| 30D | +3.8% | +22.5% | -18.6% | +3.2% |
| 3M | +12.3% | +64.7% | -52.3% | +9.3% |
| 6M | -15.4% | +83.0% | -98.4% | -20.7% |
| YTD | -2.5% | +52.0% | -54.4% | -8.2% |
| 1Y | -13.4% | +144.5% | -157.9% | -21.5% |
| 3Y | -30.4% | -25.1% | -5.3% | -38.5% |
| 5Y | -45.0% | -52.9% | +7.9% | -51.0% |
| All | +2.5% | -7.7% | +10.2% | -21.2% |
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