+6.0%
CMCSA vs RIG
-40.1%
+46.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | -5.6% | -4.2% | -1.4% | -5.2% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | +6.4% | -4.0% | +10.4% | +6.6% |
| 6M | -16.9% | -6.3% | -10.6% | -16.9% |
| YTD | -6.8% | +39.7% | -46.5% | -10.0% |
| 1Y | -15.9% | +78.1% | -94.0% | -20.7% |
| 3Y | -33.4% | -29.5% | -4.0% | -33.9% |
| 5Y | -46.7% | +65.3% | -112.0% | -52.3% |
| All | +6.0% | -40.1% | +46.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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