-25.9%
CMCSA vs QS
-46.4%
+20.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -4.9% | -3.6% | -1.2% | -4.7% |
| 30D | -1.1% | -17.2% | +16.2% | -0.4% |
| 3M | +6.6% | -27.0% | +33.5% | +7.5% |
| 6M | -15.5% | -24.6% | +9.1% | -15.0% |
| YTD | -6.7% | -49.3% | +42.7% | -5.0% |
| 1Y | -15.6% | -40.3% | +24.7% | -15.0% |
| 3Y | -33.7% | -23.8% | -9.9% | -35.5% |
| 5Y | -46.6% | -75.0% | +28.3% | -47.9% |
| All | -25.9% | -46.4% | +20.5% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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