+2,141.5%
CMCSA vs FDX
+4,252.2%
-2,110.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +0.7% | -2.1% | +2.7% | +1.4% |
| 30D | +21.0% | +10.4% | +10.6% | +16.8% |
| 3M | -0.9% | +0.5% | -1.4% | -1.2% |
| 6M | +2.9% | +6.5% | -3.6% | +0.1% |
| YTD | -5.9% | +40.2% | -46.1% | -17.5% |
| 1Y | +2.5% | +52.1% | -49.6% | -12.8% |
| 3Y | -28.3% | +72.8% | -101.1% | -43.6% |
| 5Y | -40.8% | +76.3% | -117.1% | -55.5% |
| 10Y | +5.4% | +155.7% | -150.3% | -36.0% |
| All | +2,141.5% | +4,252.2% | -2,110.6% | +346.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling