-48.2%
CMCSA vs QID
-80.7%
+32.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -6.5% |
| 7D | -8.3% | -1.9% | -6.4% | -8.6% |
| 30D | -2.4% | +1.7% | -4.1% | -2.1% |
| 3M | +4.5% | -3.9% | +8.4% | +4.1% |
| 6M | -18.8% | -30.0% | +11.2% | -24.4% |
| YTD | -8.9% | -28.2% | +19.3% | -14.7% |
| 1Y | -18.3% | -35.6% | +17.3% | -25.2% |
| 3Y | -35.0% | -74.3% | +39.3% | -50.7% |
| 5Y | -48.2% | -80.8% | +32.7% | -62.8% |
| All | -48.2% | -80.7% | +32.5% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling