+484.0%
V vs CMCSA
+6.4%
+477.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.7% |
| 7D | +0.9% | +3.2% | -2.2% | -0.3% |
| 30D | +9.0% | +19.5% | -10.6% | +1.5% |
| 3M | +16.7% | -2.4% | +19.1% | +17.4% |
| 6M | +33.4% | +3.8% | +29.6% | +30.4% |
| YTD | +22.4% | -5.4% | +27.7% | +22.2% |
| 1Y | +27.7% | +1.1% | +26.6% | +23.6% |
| 3Y | +78.0% | -27.1% | +105.1% | +93.6% |
| 5Y | +108.5% | -40.3% | +148.8% | +144.2% |
| All | +484.0% | +6.4% | +477.6% | +431.8% |
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