+2,117.3%
CMCSA vs FITB
+2,843.2%
-725.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +4.6% | +0.5% | +4.1% | +4.4% |
| 30D | +19.8% | +7.0% | +12.8% | +17.7% |
| 3M | -0.3% | -4.4% | +4.1% | +0.9% |
| 6M | +0.3% | +11.6% | -11.2% | -2.7% |
| YTD | -6.9% | +18.6% | -25.5% | -11.4% |
| 1Y | +2.6% | +29.8% | -27.2% | -4.8% |
| 3Y | -29.0% | +140.7% | -169.7% | -44.5% |
| 5Y | -42.0% | +48.6% | -90.6% | -49.8% |
| 10Y | +6.4% | +224.4% | -218.0% | -29.5% |
| All | +2,117.3% | +2,843.2% | -725.9% | +366.8% |
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