+214.5%
CVX vs CMCSA
+6.4%
+208.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.1% |
| 7D | +3.4% | +3.2% | +0.3% | +2.3% |
| 30D | -1.0% | +19.5% | -20.5% | -7.4% |
| 3M | +12.2% | -2.4% | +14.6% | +12.5% |
| 6M | +20.3% | +3.8% | +16.5% | +17.1% |
| YTD | +48.3% | -5.4% | +53.7% | +47.7% |
| 1Y | +46.9% | +1.1% | +45.8% | +42.0% |
| 3Y | +73.1% | -27.1% | +100.2% | +87.2% |
| 5Y | +135.2% | -40.3% | +175.5% | +172.1% |
| All | +214.5% | +6.4% | +208.1% | +200.8% |
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 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