+28.4%
CMCSA vs QSR
+203.9%
-175.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | -5.6% | -4.7% | -0.9% | -4.2% |
| 30D | -1.9% | +4.3% | -6.2% | -3.1% |
| 3M | +6.4% | +5.4% | +1.0% | +4.7% |
| 6M | -16.9% | +8.2% | -25.1% | -19.1% |
| YTD | -6.8% | +14.1% | -20.9% | -10.8% |
| 1Y | -15.9% | +28.1% | -44.0% | -22.4% |
| 3Y | -33.4% | +25.3% | -58.7% | -38.9% |
| 5Y | -46.7% | +40.4% | -87.1% | -53.2% |
| 10Y | +7.0% | +132.4% | -125.4% | -20.0% |
| All | +28.4% | +203.9% | -175.5% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling