-35.3%
CMCSA vs QS
-25.4%
-9.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -6.6% | 0.0% | -6.3% |
| 7D | -8.3% | -4.2% | -4.1% | -8.1% |
| 30D | -2.4% | -15.7% | +13.2% | -1.8% |
| 3M | +4.5% | -28.7% | +33.2% | +5.6% |
| 6M | -18.8% | -23.2% | +4.5% | -18.3% |
| YTD | -8.9% | -49.9% | +41.0% | -7.1% |
| 1Y | -18.3% | -38.8% | +20.5% | -17.8% |
| All | -35.3% | -25.4% | -9.9% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling