-48.2%
CMCSA vs FND
-61.3%
+13.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.5% |
| 7D | -8.3% | -0.8% | -7.5% | -8.2% |
| 30D | -2.4% | -19.6% | +17.2% | +1.3% |
| 3M | +4.5% | -4.3% | +8.9% | +4.8% |
| 6M | -18.8% | -20.4% | +1.7% | -16.3% |
| YTD | -8.9% | -21.9% | +12.9% | -6.3% |
| 1Y | -18.3% | -45.2% | +26.9% | -10.6% |
| 3Y | -35.0% | -49.2% | +14.3% | -30.6% |
| 5Y | -48.2% | -61.8% | +13.7% | -47.4% |
| All | -48.2% | -61.3% | +13.1% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling