+2,236.9%
CMCSA vs CHD
+10,220.8%
-7,983.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | -2.7% | +0.6% | -1.3% |
| 30D | +7.0% | -4.6% | +11.7% | +8.5% |
| 3M | +15.1% | +5.0% | +10.1% | +13.5% |
| 6M | -15.4% | -3.2% | -12.1% | -14.6% |
| YTD | -1.9% | +18.6% | -20.5% | -6.7% |
| 1Y | -12.7% | +4.8% | -17.5% | -14.2% |
| 3Y | -31.0% | +6.1% | -37.1% | -33.1% |
| 5Y | -46.1% | +24.0% | -70.1% | -50.3% |
| 10Y | +10.8% | +124.5% | -113.6% | -15.9% |
| All | +2,236.9% | +10,220.8% | -7,983.9% | +581.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling