+995.4%
TER vs CMCSA
+6.4%
+989.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.8% | -6.0% |
| 7D | +14.4% | +3.2% | +11.2% | +13.0% |
| 30D | -30.6% | +19.5% | -50.1% | -36.0% |
| 3M | -39.2% | -2.4% | -36.8% | -39.5% |
| 6M | -31.3% | +3.8% | -35.1% | -34.5% |
| YTD | +29.1% | -5.4% | +34.5% | +26.0% |
| 1Y | +47.4% | +1.1% | +46.3% | +38.4% |
| 3Y | +191.2% | -27.1% | +218.4% | +217.1% |
| 5Y | +74.0% | -40.3% | +114.3% | +107.1% |
| All | +995.4% | +6.4% | +989.0% | +917.5% |
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