+4.3%
CMCSA vs ROP
+181.1%
-176.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +4.6% | +0.2% | +4.4% | +4.5% |
| 30D | +19.8% | +30.3% | -10.5% | +6.1% |
| 3M | -0.3% | +17.8% | -18.0% | -7.7% |
| 6M | +0.3% | +38.9% | -38.6% | -14.4% |
| YTD | -6.9% | +7.6% | -14.5% | -11.0% |
| 1Y | +2.6% | +6.5% | -3.9% | -1.4% |
| 3Y | -29.0% | -6.3% | -22.8% | -28.7% |
| 5Y | -42.0% | +0.9% | -42.9% | -44.6% |
| All | +4.3% | +181.1% | -176.9% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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