+4,100.0%
CMG vs CMCSA
+363.3%
+3,736.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +12.7% | +3.8% | +8.9% | +11.1% |
| 3M | +26.3% | +12.3% | +13.9% | +19.9% |
| 6M | +4.5% | -15.4% | +19.9% | +9.8% |
| YTD | -0.1% | -2.5% | +2.4% | -1.1% |
| 1Y | -6.8% | -13.4% | +6.6% | -3.2% |
| 3Y | -5.0% | -30.4% | +25.4% | +4.6% |
| 5Y | -3.0% | -45.0% | +42.0% | +15.2% |
| 10Y | +323.6% | +10.2% | +313.4% | +255.8% |
| All | +4,100.0% | +363.3% | +3,736.7% | +1,370.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CMCSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling