-13.0%
CMCSA vs FND
+61.4%
-74.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.1% |
| 7D | -0.6% | -5.1% | +4.5% | +0.3% |
| 30D | +18.8% | +9.2% | +9.6% | +16.7% |
| 3M | -1.1% | -17.7% | +16.6% | +2.0% |
| 6M | +2.5% | +2.5% | 0.0% | +1.0% |
| YTD | -6.7% | -19.8% | +13.1% | -4.8% |
| 1Y | 0.0% | -22.7% | +22.6% | +2.6% |
| 3Y | -28.9% | -38.3% | +9.4% | -26.5% |
| 5Y | -41.1% | -63.0% | +21.8% | -35.6% |
| All | -13.0% | +61.4% | -74.4% | -24.3% |
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