-28.0%
CMCSA vs FDX
+70.4%
-98.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.4% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +18.6% | +9.3% | +9.3% | +16.1% |
| 3M | -1.8% | +0.5% | -2.3% | -2.1% |
| 6M | -0.7% | +5.3% | -6.0% | -2.2% |
| YTD | -7.8% | +38.6% | -46.4% | -15.4% |
| 1Y | +0.7% | +53.5% | -52.8% | -9.9% |
| 3Y | -28.0% | +74.2% | -102.2% | -41.6% |
| All | -28.0% | +70.4% | -98.4% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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