+6.0%
CMCSA vs QID
-99.1%
+105.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +3.0% |
| 7D | -5.6% | +2.7% | -8.3% | -4.9% |
| 30D | -1.9% | +3.3% | -5.2% | -1.0% |
| 3M | +6.4% | -5.5% | +12.0% | +5.3% |
| 6M | -16.9% | -28.4% | +11.5% | -23.9% |
| YTD | -6.8% | -26.6% | +19.8% | -13.8% |
| 1Y | -15.9% | -34.1% | +18.2% | -24.4% |
| 3Y | -33.4% | -73.7% | +40.3% | -52.2% |
| 5Y | -46.7% | -80.7% | +34.0% | -61.4% |
| All | +6.0% | -99.1% | +105.1% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling