+4.6%
CMCSA vs RRC
+4.5%
0.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.4% | -6.3% | -6.6% |
| 7D | -8.3% | -1.7% | -6.5% | -8.1% |
| 30D | -2.4% | +3.6% | -6.0% | -2.7% |
| 3M | +4.5% | +8.8% | -4.3% | +3.6% |
| 6M | -18.8% | +0.8% | -19.6% | -19.0% |
| YTD | -8.9% | +19.0% | -27.9% | -10.7% |
| 1Y | -18.3% | +22.9% | -41.2% | -20.3% |
| 3Y | -35.0% | +32.3% | -67.3% | -37.6% |
| 5Y | -48.2% | +151.6% | -199.7% | -54.2% |
| 10Y | +4.6% | +5.5% | -1.0% | -16.1% |
| All | +4.6% | +4.5% | 0.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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