+6.4%
CMCSA vs QLD
+1,387.1%
-1,380.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | +4.6% | -3.8% | +8.4% | +5.2% |
| 30D | +19.8% | -20.5% | +40.3% | +26.2% |
| 3M | -0.3% | -14.6% | +14.4% | +2.7% |
| 6M | +0.3% | -14.7% | +15.0% | +2.1% |
| YTD | -6.9% | +11.2% | -18.1% | -13.0% |
| 1Y | +2.6% | +7.1% | -4.5% | -3.4% |
| 3Y | -29.0% | +141.1% | -170.1% | -50.4% |
| 5Y | -42.0% | +84.3% | -126.3% | -58.7% |
| 10Y | +6.4% | +1,450.1% | -1,443.6% | -65.0% |
| All | +6.4% | +1,387.1% | -1,380.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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