-44.4%
CMCSA vs S
-49.1%
+4.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +4.6% | +1.4% | +3.2% | +4.4% |
| 30D | +19.8% | -10.8% | +30.6% | +20.6% |
| 3M | -0.3% | +5.4% | -5.7% | -1.2% |
| 6M | +0.3% | +41.2% | -40.9% | -3.2% |
| YTD | -6.9% | +56.2% | -63.1% | -11.2% |
| 1Y | +2.6% | +36.3% | -33.7% | -1.2% |
| 3Y | -29.0% | +49.4% | -78.5% | -33.4% |
| 5Y | -42.0% | -66.9% | +24.9% | -43.6% |
| All | -44.4% | -49.1% | +4.7% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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