-28.0%
CMCSA vs FDS
-24.3%
-3.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +2.7% | -5.0% | +7.6% | +3.6% |
| 30D | +18.6% | +13.8% | +4.9% | +16.1% |
| 3M | -1.8% | +14.8% | -16.7% | -4.2% |
| 6M | -0.7% | +47.4% | -48.0% | -6.7% |
| YTD | -7.8% | +14.2% | -22.0% | -8.7% |
| 1Y | +0.7% | +26.6% | -25.9% | -3.2% |
| 3Y | -28.0% | -24.4% | -3.5% | -21.2% |
| All | -28.0% | -24.3% | -3.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling