-45.0%
CMCSA vs JD
-61.6%
+16.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +3.8% | -16.0% | +19.9% | +5.2% |
| 3M | +12.3% | -3.2% | +15.5% | +12.5% |
| 6M | -15.4% | +6.1% | -21.4% | -16.0% |
| YTD | -2.5% | -0.1% | -2.4% | -2.8% |
| 1Y | -13.4% | -12.7% | -0.6% | -12.7% |
| 3Y | -30.4% | -6.3% | -24.1% | -32.1% |
| 5Y | -45.0% | -61.3% | +16.3% | -44.0% |
| All | -45.0% | -61.6% | +16.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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