+6.0%
CMCSA vs ROP
+135.7%
-129.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.6% |
| 7D | -5.6% | -8.0% | +2.4% | -1.9% |
| 30D | -1.9% | -2.7% | +0.9% | -0.7% |
| 3M | +6.4% | +16.6% | -10.2% | -1.3% |
| 6M | -16.9% | +10.4% | -27.3% | -21.1% |
| YTD | -6.8% | -12.1% | +5.3% | -2.0% |
| 1Y | -15.9% | -23.6% | +7.7% | -5.6% |
| 3Y | -33.4% | -19.3% | -14.1% | -28.4% |
| 5Y | -46.7% | -15.4% | -31.3% | -44.9% |
| All | +6.0% | +135.7% | -129.7% | -30.0% |
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