+4.6%
CMCSA vs FITB
+282.4%
-277.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.4% |
| 7D | -8.3% | -0.4% | -7.9% | -8.2% |
| 30D | -2.4% | -5.1% | +2.7% | -0.8% |
| 3M | +4.5% | +3.5% | +1.0% | +3.3% |
| 6M | -18.8% | +17.2% | -36.0% | -22.9% |
| YTD | -8.9% | +17.6% | -26.6% | -14.1% |
| 1Y | -18.3% | +23.4% | -41.7% | -24.2% |
| 3Y | -35.0% | +129.7% | -164.7% | -51.2% |
| 5Y | -48.2% | +68.4% | -116.6% | -58.2% |
| 10Y | +4.6% | +285.6% | -281.1% | -38.1% |
| All | +4.6% | +282.4% | -277.8% | -38.1% |
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