+3.2%
CMCSA vs FITB
+208.7%
-205.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -0.6% | +0.8% | -1.4% | -0.9% |
| 30D | +18.8% | +7.3% | +11.4% | +16.1% |
| 3M | -1.1% | -6.3% | +5.2% | +0.9% |
| 6M | +2.5% | +12.6% | -10.0% | -1.5% |
| YTD | -6.7% | +18.0% | -24.7% | -12.1% |
| 1Y | 0.0% | +28.9% | -28.9% | -8.6% |
| 3Y | -28.9% | +139.4% | -168.3% | -47.2% |
| 5Y | -41.1% | +47.2% | -88.4% | -50.4% |
| All | +3.2% | +208.7% | -205.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling