-40.2%
CMCSA vs NDAQ
+66.7%
-106.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +3.2% | +1.3% | +1.9% | +2.8% |
| 30D | +19.5% | +18.0% | +1.6% | +14.0% |
| 3M | -2.4% | +11.5% | -13.9% | -5.5% |
| 6M | +3.8% | +21.1% | -17.2% | -2.0% |
| YTD | -5.4% | +12.8% | -18.2% | -9.2% |
| 1Y | +1.1% | +25.7% | -24.6% | -6.6% |
| 3Y | -27.1% | +116.8% | -143.9% | -45.2% |
| All | -40.2% | +66.7% | -106.9% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling