-42.1%
CMCSA vs D
+12.5%
-54.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.8% |
| 7D | +5.0% | +3.0% | +2.1% | +4.3% |
| 30D | +16.5% | +11.5% | +5.0% | +13.3% |
| 3M | -1.6% | +3.7% | -5.3% | -2.5% |
| 6M | -5.0% | +13.5% | -18.6% | -8.3% |
| YTD | -8.3% | +20.7% | -29.0% | -13.0% |
| 1Y | +0.4% | +18.2% | -17.8% | -4.3% |
| 3Y | -31.0% | +73.3% | -104.3% | -41.9% |
| All | -42.1% | +12.5% | -54.6% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling