+11,671.2%
COST vs CMCSA
+2,309.4%
+9,361.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.0% | +3.8% | -7.8% | -4.9% |
| 3M | -6.5% | +12.3% | -18.8% | -9.5% |
| 6M | -8.5% | -15.4% | +6.9% | -5.3% |
| YTD | +6.0% | -2.5% | +8.5% | +5.6% |
| 1Y | -5.8% | -13.4% | +7.6% | -3.5% |
| 3Y | +71.8% | -30.4% | +102.2% | +83.1% |
| 5Y | +106.2% | -45.0% | +151.3% | +130.6% |
| 10Y | +602.0% | +10.2% | +591.9% | +540.0% |
| All | +11,671.2% | +2,309.4% | +9,361.7% | +4,317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling