+322.0%
CMG vs CMCSA
+7.4%
+314.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -2.1% | -4.9% | +2.8% | -0.6% |
| 30D | +10.9% | -1.1% | +12.0% | +11.2% |
| 3M | +15.8% | +6.6% | +9.3% | +13.0% |
| 6M | +6.9% | -15.5% | +22.4% | +11.2% |
| YTD | -2.2% | -6.7% | +4.5% | -1.7% |
| 1Y | -7.1% | -15.6% | +8.5% | -3.6% |
| 3Y | -7.1% | -33.7% | +26.6% | +1.9% |
| 5Y | -4.8% | -46.6% | +41.8% | +9.9% |
| All | +322.0% | +7.4% | +314.6% | +255.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling