+74.3%
F vs CMCSA
+9.1%
+65.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | +1.0% | +4.6% | -3.6% | -1.0% |
| 30D | +2.1% | +19.8% | -17.7% | -5.8% |
| 3M | -10.3% | -0.3% | -10.0% | -10.4% |
| 6M | +3.3% | +0.3% | +3.0% | +2.3% |
| YTD | -2.0% | -6.9% | +4.9% | -1.3% |
| 1Y | -2.3% | +2.6% | -4.9% | -6.4% |
| 3Y | +49.9% | -29.0% | +78.9% | +67.5% |
| 5Y | -12.5% | -42.0% | +29.5% | +5.4% |
| 10Y | +74.3% | +6.4% | +67.8% | +57.7% |
| All | +74.3% | +9.1% | +65.2% | +57.7% |
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