-46.7%
CMCSA vs QS
-75.8%
+29.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.1% | +2.4% |
| 7D | -5.6% | -5.0% | -0.6% | -5.2% |
| 30D | -1.9% | -18.3% | +16.4% | -0.7% |
| 3M | +6.4% | -26.0% | +32.4% | +8.1% |
| 6M | -16.9% | -24.0% | +7.1% | -16.1% |
| YTD | -6.8% | -50.3% | +43.5% | -3.6% |
| 1Y | -15.9% | -38.0% | +22.1% | -15.3% |
| 3Y | -33.4% | -24.6% | -8.8% | -37.7% |
| 5Y | -46.7% | -75.4% | +28.7% | -49.8% |
| All | -46.7% | -75.8% | +29.1% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling