+5.4%
CMCSA vs RF
+241.0%
-235.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +0.7% | -1.3% | +2.0% | +1.1% |
| 30D | +21.0% | +4.6% | +16.3% | +19.2% |
| 3M | -0.9% | -8.4% | +7.5% | +1.9% |
| 6M | +2.9% | +8.9% | -6.0% | +0.1% |
| YTD | -5.9% | +8.8% | -14.7% | -8.7% |
| 1Y | +2.5% | +18.9% | -16.4% | -3.4% |
| 3Y | -28.3% | +116.0% | -144.2% | -44.7% |
| 5Y | -40.8% | +46.0% | -86.8% | -49.8% |
| 10Y | +5.4% | +231.7% | -226.3% | -32.7% |
| All | +5.4% | +241.0% | -235.6% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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