+377.3%
CSCO vs CMCSA
+4.4%
+373.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +2.6% |
| 7D | 0.0% | -8.3% | +8.3% | +3.0% |
| 30D | -10.7% | -2.4% | -8.3% | -10.3% |
| 3M | -8.7% | +4.5% | -13.2% | -11.1% |
| 6M | +44.9% | -18.8% | +63.7% | +53.9% |
| YTD | +44.1% | -8.9% | +53.1% | +45.8% |
| 1Y | +65.9% | -18.3% | +84.2% | +74.8% |
| 3Y | +109.0% | -35.0% | +144.0% | +137.5% |
| 5Y | +114.8% | -48.2% | +162.9% | +166.0% |
| 10Y | +377.3% | +4.6% | +372.8% | +327.2% |
| All | +377.3% | +4.4% | +373.0% | +327.2% |
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