+81.0%
F vs CMCSA
+10.7%
+70.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.4% |
| 7D | -0.6% | +2.7% | -3.3% | -1.8% |
| 30D | +2.9% | +18.6% | -15.8% | -4.7% |
| 3M | -9.5% | -1.8% | -7.6% | -9.0% |
| 6M | +4.0% | -0.7% | +4.7% | +3.5% |
| YTD | -1.3% | -7.8% | +6.6% | -0.2% |
| 1Y | -1.9% | +0.7% | -2.7% | -5.3% |
| 3Y | +53.5% | -28.0% | +81.4% | +70.1% |
| 5Y | -15.1% | -42.1% | +27.0% | +2.3% |
| 10Y | +81.0% | +8.2% | +72.8% | +58.4% |
| All | +81.0% | +10.7% | +70.3% | +58.4% |
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