-47.9%
CMCSA vs DOW
-36.5%
-11.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.5% |
| 7D | -8.3% | -6.0% | -2.3% | -6.9% |
| 30D | -2.4% | -2.7% | +0.3% | -1.9% |
| 3M | +4.5% | -10.5% | +15.0% | +7.0% |
| 6M | -18.8% | -12.4% | -6.3% | -17.7% |
| YTD | -8.9% | +30.0% | -39.0% | -19.0% |
| 1Y | -18.3% | +27.8% | -46.1% | -27.5% |
| 3Y | -35.0% | -34.9% | 0.0% | -27.4% |
| All | -47.9% | -36.5% | -11.4% | -43.3% |
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 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