+1,223.1%
CMCSA vs FDS
+10,290.2%
-9,067.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +2.7% | -5.0% | +7.6% | +4.2% |
| 30D | +18.6% | +13.8% | +4.9% | +14.2% |
| 3M | -1.8% | +14.8% | -16.7% | -6.2% |
| 6M | -0.7% | +47.4% | -48.0% | -12.6% |
| YTD | -7.8% | +14.2% | -22.0% | -13.9% |
| 1Y | +0.7% | +26.6% | -25.9% | -9.0% |
| 3Y | -28.0% | -24.4% | -3.5% | -24.8% |
| 5Y | -42.1% | -22.6% | -19.5% | -40.8% |
| 10Y | +8.2% | +130.0% | -121.8% | -22.0% |
| All | +1,223.1% | +10,290.2% | -9,067.2% | +321.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling