-35.3%
CMCSA vs QID
-73.9%
+38.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -6.5% |
| 7D | -8.3% | -1.9% | -6.4% | -8.5% |
| 30D | -2.4% | +1.7% | -4.1% | -2.2% |
| 3M | +4.5% | -3.9% | +8.4% | +4.3% |
| 6M | -18.8% | -30.0% | +11.2% | -22.8% |
| YTD | -8.9% | -28.2% | +19.3% | -13.0% |
| 1Y | -18.3% | -35.6% | +17.3% | -23.4% |
| All | -35.3% | -73.9% | +38.6% | -52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling