-45.0%
CMCSA vs FDX
+63.0%
-108.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.1% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | +3.8% | -1.4% | +5.2% | +4.1% |
| 3M | +12.3% | -4.5% | +16.8% | +13.4% |
| 6M | -15.4% | +9.4% | -24.8% | -17.7% |
| YTD | -2.5% | +36.0% | -38.5% | -10.5% |
| 1Y | -13.4% | +75.5% | -88.9% | -25.7% |
| 3Y | -30.4% | +62.8% | -93.2% | -40.6% |
| 5Y | -45.0% | +64.4% | -109.4% | -54.9% |
| All | -45.0% | +63.0% | -108.0% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling