-5.2%
CMCSA vs Q
+74.5%
-79.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -1.2% |
| 7D | -0.6% | +11.5% | -12.1% | +0.6% |
| 30D | +18.8% | -0.2% | +18.9% | +19.2% |
| 3M | -1.1% | -13.6% | +12.5% | -1.7% |
| 6M | +2.5% | -27.0% | +29.6% | +1.6% |
| YTD | -6.7% | +50.5% | -57.3% | -7.7% |
| 1Y | 0.0% | +33.8% | -33.8% | -0.4% |
| All | -5.2% | +74.5% | -79.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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