+104.7%
COST vs CMCSA
-46.8%
+151.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | -2.5% | -5.6% | +3.1% | -1.4% |
| 30D | -4.4% | -1.9% | -2.6% | -4.1% |
| 3M | -8.1% | +6.4% | -14.5% | -9.4% |
| 6M | -9.2% | -16.9% | +7.7% | -6.5% |
| YTD | +5.1% | -6.8% | +11.9% | +5.5% |
| 1Y | -5.1% | -15.9% | +10.8% | -2.6% |
| 3Y | +70.4% | -33.4% | +103.8% | +81.9% |
| 5Y | +104.7% | -46.7% | +151.4% | +116.8% |
| All | +104.7% | -46.8% | +151.5% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling