-29.2%
CMCSA vs D
+58.5%
-87.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.1% | +1.5% | -3.6% | -2.4% |
| 30D | +7.0% | -2.6% | +9.6% | +7.5% |
| 3M | +15.1% | 0.0% | +15.1% | +15.0% |
| 6M | -15.4% | +7.4% | -22.7% | -16.6% |
| YTD | -1.9% | +15.9% | -17.8% | -4.8% |
| 1Y | -12.7% | +18.1% | -30.8% | -15.7% |
| All | -29.2% | +58.5% | -87.7% | -36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling