+5.4%
CMCSA vs FDS
+132.8%
-127.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.2% |
| 7D | +0.7% | -2.1% | +2.8% | +1.4% |
| 30D | +21.0% | +16.0% | +5.0% | +15.6% |
| 3M | -0.9% | +18.8% | -19.7% | -6.5% |
| 6M | +2.9% | +54.1% | -51.2% | -11.4% |
| YTD | -5.9% | +17.0% | -22.9% | -12.2% |
| 1Y | +2.5% | +25.5% | -23.1% | -7.2% |
| 3Y | -28.3% | -23.3% | -5.0% | -23.0% |
| 5Y | -40.8% | -22.6% | -18.2% | -37.8% |
| 10Y | +5.4% | +130.2% | -124.8% | -28.3% |
| All | +5.4% | +132.8% | -127.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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