-30.4%
CMCSA vs FITB
+133.7%
-164.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.1% | +2.8% | -2.7% | -0.8% |
| 30D | +3.8% | -4.5% | +8.3% | +5.4% |
| 3M | +12.3% | +5.7% | +6.7% | +10.2% |
| 6M | -15.4% | +17.1% | -32.5% | -19.8% |
| YTD | -2.5% | +18.3% | -20.8% | -8.5% |
| 1Y | -13.4% | +23.9% | -37.3% | -20.2% |
| 3Y | -30.4% | +131.1% | -161.5% | -44.3% |
| All | -30.4% | +133.7% | -164.0% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling