-33.7%
CMCSA vs DE
+74.6%
-108.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.9% | -2.6% | -2.3% | -4.2% |
| 30D | -1.1% | +9.0% | -10.1% | -3.3% |
| 3M | +6.6% | +19.1% | -12.6% | +1.5% |
| 6M | -15.5% | +14.4% | -29.9% | -18.7% |
| YTD | -6.7% | +45.9% | -52.6% | -16.9% |
| 1Y | -15.6% | +43.6% | -59.2% | -24.6% |
| 3Y | -33.7% | +75.9% | -109.6% | -46.0% |
| All | -33.7% | +74.6% | -108.3% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling