+6.1%
CMCSA vs DE
+863.9%
-857.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.9% | -2.6% | -2.3% | -4.1% |
| 30D | -1.1% | +9.0% | -10.1% | -3.9% |
| 3M | +6.6% | +19.1% | -12.6% | +0.4% |
| 6M | -15.5% | +14.4% | -29.9% | -19.5% |
| YTD | -6.7% | +45.9% | -52.6% | -18.4% |
| 1Y | -15.6% | +43.6% | -59.2% | -26.0% |
| 3Y | -33.7% | +75.9% | -109.6% | -46.5% |
| 5Y | -46.6% | +98.8% | -145.4% | -60.1% |
| All | +6.1% | +863.9% | -857.8% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling