+4.6%
CMCSA vs FDS
+72.8%
-68.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.4% | -3.2% | -5.5% |
| 7D | -8.3% | -8.8% | +0.5% | -5.6% |
| 30D | -2.4% | -1.4% | -1.0% | -2.1% |
| 3M | +4.5% | +13.9% | -9.4% | -0.2% |
| 6M | -18.8% | +27.4% | -46.2% | -26.1% |
| YTD | -8.9% | -2.5% | -6.5% | -9.8% |
| 1Y | -18.3% | -23.8% | +5.5% | -11.9% |
| 3Y | -35.0% | -32.5% | -2.5% | -27.6% |
| 5Y | -48.2% | -23.2% | -25.0% | -46.4% |
| 10Y | +4.6% | +76.4% | -71.9% | -23.6% |
| All | +4.6% | +72.8% | -68.3% | -23.6% |
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