+4.7%
CMCSA vs RMBS
+534.0%
-529.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.8% |
| 7D | +3.2% | +10.3% | -7.2% | +2.1% |
| 30D | +19.5% | -10.7% | +30.3% | +20.3% |
| 3M | -2.4% | -17.2% | +14.8% | -1.4% |
| 6M | +3.8% | -39.0% | +42.9% | +7.4% |
| YTD | -5.4% | -10.5% | +5.1% | -10.3% |
| 1Y | +1.1% | -11.0% | +12.1% | -4.4% |
| 3Y | -27.1% | +31.3% | -58.5% | -40.8% |
| 5Y | -40.3% | +242.8% | -283.1% | -64.2% |
| All | +4.7% | +534.0% | -529.3% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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