+2,236.9%
CMCSA vs D
+2,347.4%
-110.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.1% | +1.5% | -3.6% | -2.8% |
| 30D | +7.0% | -2.6% | +9.6% | +8.3% |
| 3M | +15.1% | 0.0% | +15.1% | +14.9% |
| 6M | -15.4% | +7.4% | -22.7% | -18.6% |
| YTD | -1.9% | +15.9% | -17.8% | -9.2% |
| 1Y | -12.7% | +18.1% | -30.8% | -20.2% |
| 3Y | -31.0% | +58.4% | -89.4% | -46.9% |
| 5Y | -46.1% | +5.2% | -51.3% | -50.0% |
| 10Y | +10.8% | +35.9% | -25.0% | -15.5% |
| All | +2,236.9% | +2,347.4% | -110.5% | +236.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling