+438.2%
CMCSA vs NDAQ
+2,327.9%
-1,889.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.5% |
| 30D | +7.0% | +2.5% | +4.6% | +6.3% |
| 3M | +15.1% | +9.9% | +5.2% | +11.9% |
| 6M | -15.4% | +9.4% | -24.8% | -17.8% |
| YTD | -1.9% | +0.4% | -2.3% | -2.9% |
| 1Y | -12.7% | +4.0% | -16.7% | -14.6% |
| 3Y | -31.0% | +94.4% | -125.4% | -43.7% |
| 5Y | -46.1% | +56.7% | -102.8% | -53.8% |
| 10Y | +10.8% | +375.3% | -364.5% | -29.8% |
| All | +438.2% | +2,327.9% | -1,889.7% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling