-41.1%
CMCSA vs DOW
-27.1%
-14.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | -0.6% | +3.7% | -4.3% | -1.5% |
| 30D | +18.8% | +16.3% | +2.5% | +14.4% |
| 3M | -1.1% | +9.7% | -10.8% | -3.6% |
| 6M | +2.5% | -14.1% | +16.6% | +5.9% |
| YTD | -6.7% | +46.6% | -53.3% | -19.5% |
| 1Y | 0.0% | +56.8% | -56.9% | -15.9% |
| 3Y | -28.9% | -20.4% | -8.5% | -25.5% |
| 5Y | -41.1% | -27.4% | -13.7% | -37.7% |
| All | -41.1% | -27.1% | -14.0% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling