+278.3%
CMCSA vs QLD
+7,183.5%
-6,905.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -12.7% | +13.1% | +5.1% |
| 7D | +12.0% | -18.6% | +30.6% | +20.0% |
| 30D | +17.5% | -28.3% | +45.8% | +31.3% |
| 3M | +2.4% | -20.4% | +22.8% | +9.6% |
| 6M | -2.9% | -14.3% | +11.3% | -1.0% |
| YTD | -6.2% | +2.8% | -8.9% | -12.0% |
| 1Y | +0.4% | -1.2% | +1.6% | -4.8% |
| 3Y | -30.6% | +135.3% | -165.9% | -56.7% |
| 5Y | -41.2% | +62.6% | -103.8% | -61.1% |
| 10Y | +15.2% | +1,384.3% | -1,369.1% | -77.0% |
| All | +278.3% | +7,183.5% | -6,905.3% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling