+6.0%
CMCSA vs RGEN
+414.1%
-408.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -5.6% | -2.9% | -2.6% | -5.2% |
| 30D | -1.9% | -0.1% | -1.8% | -1.9% |
| 3M | +6.4% | +25.9% | -19.5% | +3.0% |
| 6M | -16.9% | +35.2% | -52.1% | -20.8% |
| YTD | -6.8% | +0.5% | -7.3% | -7.7% |
| 1Y | -15.9% | +37.0% | -52.9% | -20.5% |
| 3Y | -33.4% | +2.0% | -35.4% | -36.6% |
| 5Y | -46.7% | -44.2% | -2.5% | -46.6% |
| All | +6.0% | +414.1% | -408.2% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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