-30.4%
CMCSA vs NDAQ
+91.7%
-122.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +0.1% | -2.6% | +2.7% | +0.7% |
| 30D | +3.8% | +0.5% | +3.3% | +3.7% |
| 3M | +12.3% | +9.9% | +2.4% | +10.1% |
| 6M | -15.4% | +8.2% | -23.6% | -17.0% |
| YTD | -2.5% | -1.5% | -1.0% | -2.2% |
| 1Y | -13.4% | +1.3% | -14.7% | -13.9% |
| 3Y | -30.4% | +92.6% | -122.9% | -42.6% |
| All | -30.4% | +91.7% | -122.1% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 3y: compounded portfolio wealth divided by compounded NDAQ 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…
3y analysis · Full analysis span regression · 6 months rolling