+585.7%
JPM vs CMCSA
+7.3%
+578.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.4% |
| 7D | -2.3% | -5.6% | +3.2% | 0.0% |
| 30D | -2.3% | -1.9% | -0.5% | -1.8% |
| 3M | +14.9% | +6.4% | +8.4% | +10.4% |
| 6M | +23.6% | -16.9% | +40.6% | +32.0% |
| YTD | +11.3% | -6.8% | +18.1% | +11.8% |
| 1Y | +19.9% | -15.9% | +35.8% | +26.1% |
| 3Y | +162.6% | -33.4% | +196.0% | +204.2% |
| 5Y | +154.6% | -46.7% | +201.3% | +227.6% |
| All | +585.7% | +7.3% | +578.4% | +470.9% |
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