+6.0%
CMCSA vs RJF
+429.5%
-423.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.7% |
| 7D | -5.6% | -4.2% | -1.4% | -4.1% |
| 30D | -1.9% | -3.6% | +1.7% | -0.6% |
| 3M | +6.4% | +15.6% | -9.2% | +0.9% |
| 6M | -16.9% | +17.6% | -34.5% | -22.0% |
| YTD | -6.8% | +9.2% | -16.0% | -10.6% |
| 1Y | -15.9% | +5.5% | -21.4% | -18.6% |
| 3Y | -33.4% | +70.3% | -103.7% | -47.1% |
| 5Y | -46.7% | +106.0% | -152.7% | -61.9% |
| All | +6.0% | +429.5% | -423.5% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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