+6.1%
CMCSA vs QSR
+135.2%
-129.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -4.9% | -4.0% | -0.9% | -3.6% |
| 30D | -1.1% | +2.8% | -3.8% | -1.9% |
| 3M | +6.6% | +5.1% | +1.5% | +4.9% |
| 6M | -15.5% | +8.8% | -24.3% | -17.9% |
| YTD | -6.7% | +14.8% | -21.5% | -11.0% |
| 1Y | -15.6% | +25.7% | -41.3% | -22.0% |
| 3Y | -33.7% | +27.5% | -61.2% | -39.7% |
| 5Y | -46.6% | +41.3% | -87.9% | -53.6% |
| All | +6.1% | +135.2% | -129.1% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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