-14.5%
CMCSA vs DOW
-5.5%
-9.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +3.2% | +5.2% | -2.1% | +1.7% |
| 30D | +19.5% | +13.2% | +6.3% | +15.2% |
| 3M | -2.4% | +10.1% | -12.5% | -5.4% |
| 6M | +3.8% | -13.1% | +16.9% | +7.2% |
| YTD | -5.4% | +46.1% | -51.5% | -18.8% |
| 1Y | +1.1% | +50.0% | -48.9% | -14.2% |
| 3Y | -27.1% | -20.2% | -6.9% | -25.8% |
| 5Y | -40.3% | -27.7% | -12.6% | -38.0% |
| All | -14.5% | -5.5% | -9.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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