-11.8%
CMCSA vs FND
+57.9%
-69.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +3.2% | -6.8% | +10.0% | +4.4% |
| 30D | +19.5% | +8.0% | +11.5% | +17.7% |
| 3M | -2.4% | -18.9% | +16.5% | +0.9% |
| 6M | +3.8% | +4.7% | -0.8% | +1.9% |
| YTD | -5.4% | -21.6% | +16.2% | -3.0% |
| 1Y | +1.1% | -22.0% | +23.1% | +3.6% |
| 3Y | -27.1% | -40.4% | +13.3% | -24.2% |
| 5Y | -40.3% | -63.8% | +23.5% | -34.4% |
| All | -11.8% | +57.9% | -69.6% | -22.9% |
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