+1,353.9%
CMCSA vs DVA
+5,081.6%
-3,727.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | +0.1% | +2.2% | -2.1% | -0.2% |
| 30D | +3.8% | -2.0% | +5.8% | +4.1% |
| 3M | +12.3% | -6.3% | +18.6% | +12.9% |
| 6M | -15.4% | +19.4% | -34.8% | -18.0% |
| YTD | -2.5% | +58.5% | -61.0% | -9.4% |
| 1Y | -13.4% | +33.9% | -47.2% | -17.7% |
| 3Y | -30.4% | +88.4% | -118.8% | -37.7% |
| 5Y | -45.0% | +39.5% | -84.5% | -49.6% |
| 10Y | +10.2% | +179.5% | -169.3% | -8.7% |
| All | +1,353.9% | +5,081.6% | -3,727.7% | +824.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling