-41.2%
CMCSA vs DECK
+25.8%
-67.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +12.0% | +6.0% | +6.0% | +11.2% |
| 30D | +17.5% | +7.4% | +10.1% | +16.4% |
| 3M | +2.4% | -11.7% | +14.0% | +3.8% |
| 6M | -2.9% | -11.0% | +8.0% | -1.7% |
| YTD | -6.2% | -15.4% | +9.2% | -4.8% |
| 1Y | +0.4% | +7.2% | -6.9% | -0.9% |
| 3Y | -30.6% | -11.8% | -18.7% | -34.2% |
| 5Y | -41.2% | +24.3% | -65.6% | -49.7% |
| All | -41.2% | +25.8% | -67.0% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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