+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.1% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | +7.0% | -3.6% | +10.6% | +8.8% |
| 3M | +15.1% | -1.0% | +16.1% | +15.4% |
| 6M | -15.4% | +6.3% | -21.6% | -18.2% |
| YTD | -1.9% | +14.7% | -16.6% | -8.8% |
| 1Y | -12.7% | +16.9% | -29.7% | -19.9% |
| 3Y | -31.0% | +56.8% | -87.8% | -46.7% |
| 5Y | -46.1% | +5.2% | -51.3% | -50.1% |
| 10Y | +10.8% | +35.9% | -25.0% | -15.5% |
| All | +2,236.9% | +2,347.4% | -110.5% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling