-13.1%
CMCSA vs FND
+54.9%
-68.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | -5.6% | -5.1% | -0.5% | -4.7% |
| 30D | -1.9% | -22.5% | +20.7% | +2.6% |
| 3M | +6.4% | -5.0% | +11.4% | +6.8% |
| 6M | -16.9% | -21.5% | +4.6% | -14.2% |
| YTD | -6.8% | -23.0% | +16.2% | -3.9% |
| 1Y | -15.9% | -44.9% | +29.0% | -8.0% |
| 3Y | -33.4% | -50.0% | +16.6% | -28.3% |
| 5Y | -46.7% | -63.3% | +16.6% | -41.6% |
| All | -13.1% | +54.9% | -68.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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