-8.5%
CMCSA vs FND
+66.0%
-74.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -2.1% | -5.2% | +3.1% | -1.2% |
| 30D | +7.0% | -19.9% | +26.9% | +11.2% |
| 3M | +15.1% | +2.7% | +12.4% | +13.8% |
| 6M | -15.4% | -21.7% | +6.3% | -12.5% |
| YTD | -1.9% | -17.5% | +15.6% | 0.0% |
| 1Y | -12.7% | -39.3% | +26.6% | -6.2% |
| 3Y | -31.0% | -49.8% | +18.8% | -25.7% |
| 5Y | -46.1% | -60.1% | +14.0% | -41.8% |
| All | -8.5% | +66.0% | -74.6% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling