+6.1%
CMCSA vs DVA
+187.8%
-181.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.9% | -1.3% | -3.5% | -4.6% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | +6.6% | -10.9% | +17.5% | +8.6% |
| 6M | -15.5% | +17.3% | -32.7% | -19.7% |
| YTD | -6.7% | +59.8% | -66.5% | -18.3% |
| 1Y | -15.6% | +36.3% | -51.9% | -23.3% |
| 3Y | -33.7% | +88.6% | -122.3% | -46.3% |
| 5Y | -46.6% | +47.5% | -94.2% | -55.3% |
| All | +6.1% | +187.8% | -181.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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