-27.1%
CMCSA vs QS
-32.2%
+5.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.2% | +6.6% | +1.6% |
| 7D | +3.2% | -14.0% | +17.2% | +3.7% |
| 30D | +19.5% | -6.4% | +25.9% | +19.7% |
| 3M | -2.4% | -40.3% | +37.9% | -0.8% |
| 6M | +3.8% | -57.5% | +61.4% | +6.4% |
| YTD | -5.4% | -64.7% | +59.3% | -2.8% |
| 1Y | +1.1% | -72.9% | +74.0% | +4.8% |
| 3Y | -27.1% | -33.5% | +6.3% | -29.8% |
| All | -27.1% | -32.2% | +5.1% | -29.8% |
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