-22.2%
CMCSA vs QS
-44.4%
+22.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -2.1% | -2.3% | +0.2% | -2.0% |
| 30D | +7.0% | -0.7% | +7.8% | +7.0% |
| 3M | +15.1% | -39.6% | +54.7% | +16.8% |
| 6M | -15.4% | -21.7% | +6.4% | -15.0% |
| YTD | -1.9% | -47.4% | +45.5% | -0.3% |
| 1Y | -12.7% | -28.4% | +15.7% | -12.8% |
| 3Y | -31.0% | -22.6% | -8.4% | -33.0% |
| 5Y | -46.1% | -75.6% | +29.5% | -47.5% |
| All | -22.2% | -44.4% | +22.2% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling