+62.5%
T vs CMCSA
+6.4%
+56.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | +2.5% | +3.2% | -0.6% | +1.2% |
| 30D | -3.8% | +19.5% | -23.3% | -10.5% |
| 3M | -8.7% | -2.4% | -6.3% | -8.0% |
| 6M | -8.1% | +3.8% | -12.0% | -10.0% |
| YTD | -6.4% | -5.4% | -1.1% | -5.7% |
| 1Y | -9.8% | +1.1% | -10.9% | -11.7% |
| 3Y | +65.5% | -27.1% | +92.6% | +81.5% |
| 5Y | +57.0% | -40.3% | +97.2% | +84.7% |
| All | +62.5% | +6.4% | +56.1% | +45.0% |
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