-44.8%
CMCSA vs D
+5.6%
-50.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | +7.0% | -2.6% | +9.6% | +7.7% |
| 3M | +15.1% | 0.0% | +15.1% | +15.0% |
| 6M | -15.4% | +7.4% | -22.7% | -17.1% |
| YTD | -1.9% | +15.9% | -17.8% | -6.0% |
| 1Y | -12.7% | +18.1% | -30.8% | -17.0% |
| 3Y | -31.0% | +58.4% | -89.4% | -40.6% |
| All | -44.8% | +5.6% | -50.4% | -46.8% |
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