+93.3%
QQQ vs CMCSA
-35.0%
+128.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.6% | +6.3% | +0.6% |
| 7D | +1.0% | -8.3% | +9.3% | +2.1% |
| 30D | -0.6% | -2.4% | +1.8% | -0.4% |
| 3M | +1.3% | +4.5% | -3.2% | +0.4% |
| 6M | +18.1% | -18.8% | +36.9% | +21.6% |
| YTD | +16.9% | -8.9% | +25.8% | +17.0% |
| 1Y | +24.0% | -18.3% | +42.3% | +27.7% |
| All | +93.3% | -35.0% | +128.4% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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