+905.4%
CMCSA vs DECK
+7,820.9%
-6,915.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | +7.0% | -13.6% | +20.6% | +8.3% |
| 3M | +15.1% | -21.2% | +36.3% | +17.3% |
| 6M | -15.4% | -21.1% | +5.7% | -13.8% |
| YTD | -1.9% | -17.2% | +15.3% | -0.7% |
| 1Y | -12.7% | -30.7% | +18.0% | -10.6% |
| 3Y | -31.0% | -3.4% | -27.6% | -32.5% |
| 5Y | -46.1% | +25.5% | -71.6% | -48.9% |
| 10Y | +10.8% | +714.7% | -703.8% | -10.2% |
| All | +905.4% | +7,820.9% | -6,915.5% | +591.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling