-30.4%
CMCSA vs DOW
-35.3%
+4.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +0.1% | -2.9% | +3.0% | +0.6% |
| 30D | +3.8% | +2.0% | +1.9% | +3.3% |
| 3M | +12.3% | -12.5% | +24.9% | +14.9% |
| 6M | -15.4% | -9.2% | -6.2% | -15.5% |
| YTD | -2.5% | +30.8% | -33.3% | -11.9% |
| 1Y | -13.4% | +29.4% | -42.8% | -21.9% |
| 3Y | -30.4% | -34.6% | +4.2% | -23.3% |
| All | -30.4% | -35.3% | +4.9% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling