-48.2%
CMCSA vs CHD
+19.3%
-67.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.2% | -6.1% |
| 7D | -8.3% | -4.2% | -4.1% | -6.9% |
| 30D | -2.4% | -7.6% | +5.1% | +0.2% |
| 3M | +4.5% | -1.6% | +6.1% | +5.1% |
| 6M | -18.8% | -6.3% | -12.5% | -17.1% |
| YTD | -8.9% | +14.6% | -23.5% | -12.9% |
| 1Y | -18.3% | +1.6% | -19.9% | -19.0% |
| 3Y | -35.0% | +3.1% | -38.1% | -36.8% |
| 5Y | -48.2% | +21.1% | -69.2% | -51.8% |
| All | -48.2% | +19.3% | -67.5% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling