-35.3%
CMCSA vs CHD
+1.8%
-37.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.2% |
| 7D | -8.3% | -4.2% | -4.1% | -7.2% |
| 30D | -2.4% | -7.6% | +5.1% | -0.4% |
| 3M | +4.5% | -1.6% | +6.1% | +5.0% |
| 6M | -18.8% | -6.3% | -12.5% | -17.6% |
| YTD | -8.9% | +14.6% | -23.5% | -11.2% |
| 1Y | -18.3% | +1.6% | -19.9% | -18.9% |
| All | -35.3% | +1.8% | -37.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling