-24.0%
NKE vs CMCSA
+7.4%
-31.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.2% | -4.9% | +0.7% | -2.3% |
| 30D | -8.2% | -1.1% | -7.1% | -7.9% |
| 3M | -19.1% | +6.6% | -25.6% | -21.5% |
| 6M | -32.6% | -15.5% | -17.2% | -28.8% |
| YTD | -40.7% | -6.7% | -34.0% | -40.1% |
| 1Y | -48.9% | -15.6% | -33.3% | -46.1% |
| 3Y | -59.2% | -33.7% | -25.6% | -53.5% |
| 5Y | -75.3% | -46.6% | -28.7% | -70.1% |
| All | -24.0% | +7.4% | -31.4% | -29.7% |
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