-44.8%
CMCSA vs QLD
+121.5%
-166.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | +7.0% | -0.1% | +7.2% | +7.0% |
| 3M | +15.1% | -8.4% | +23.5% | +16.2% |
| 6M | -15.4% | +32.2% | -47.6% | -21.6% |
| YTD | -1.9% | +28.9% | -30.8% | -8.9% |
| 1Y | -12.7% | +43.8% | -56.5% | -21.4% |
| 3Y | -31.0% | +176.6% | -207.6% | -49.7% |
| All | -44.8% | +121.5% | -166.4% | -62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling