+95.1%
F vs CMCSA
+10.9%
+84.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +5.3% | -2.1% | +7.4% | +6.3% |
| 30D | +4.6% | +7.0% | -2.4% | +1.4% |
| 3M | -3.7% | +15.1% | -18.8% | -10.0% |
| 6M | +16.8% | -15.4% | +32.2% | +23.9% |
| YTD | +15.3% | -1.9% | +17.2% | +13.7% |
| 1Y | +31.0% | -12.7% | +43.7% | +36.1% |
| 3Y | +45.4% | -31.0% | +76.4% | +65.3% |
| 5Y | +54.7% | -46.1% | +100.8% | +93.1% |
| All | +95.1% | +10.9% | +84.2% | +69.4% |
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