+2,222.8%
CMCSA vs DE
+14,571.6%
-12,348.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | +3.8% | +9.6% | -5.8% | +0.7% |
| 3M | +12.3% | +19.0% | -6.6% | +5.9% |
| 6M | -15.4% | +16.1% | -31.5% | -19.8% |
| YTD | -2.5% | +47.0% | -49.5% | -14.6% |
| 1Y | -13.4% | +43.1% | -56.5% | -23.7% |
| 3Y | -30.4% | +77.5% | -107.9% | -43.4% |
| 5Y | -45.0% | +96.4% | -141.4% | -58.0% |
| 10Y | +10.2% | +852.9% | -842.7% | -50.8% |
| All | +2,222.8% | +14,571.6% | -12,348.8% | +300.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling