+2,236.9%
CMCSA vs FITB
+2,855.6%
-618.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | +7.0% | -4.7% | +11.8% | +8.4% |
| 3M | +15.1% | +6.7% | +8.4% | +13.1% |
| 6M | -15.4% | +12.6% | -27.9% | -18.1% |
| YTD | -1.9% | +19.1% | -21.0% | -6.8% |
| 1Y | -12.7% | +22.6% | -35.3% | -17.8% |
| 3Y | -31.0% | +127.1% | -158.1% | -45.4% |
| 5Y | -46.1% | +71.8% | -117.9% | -55.1% |
| 10Y | +10.8% | +287.2% | -276.3% | -29.8% |
| All | +2,236.9% | +2,855.6% | -618.7% | +391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling