+93.9%
QQQ vs CMCSA
-46.8%
+140.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -1.7% |
| 7D | -1.3% | -5.6% | +4.3% | +0.2% |
| 30D | -1.4% | -1.9% | +0.5% | -1.1% |
| 3M | +2.3% | +6.4% | -4.2% | -0.1% |
| 6M | +16.9% | -16.9% | +33.8% | +22.1% |
| YTD | +15.6% | -6.8% | +22.4% | +15.6% |
| 1Y | +22.6% | -15.9% | +38.5% | +27.1% |
| 3Y | +93.5% | -33.4% | +127.0% | +115.0% |
| 5Y | +93.9% | -46.7% | +140.6% | +112.4% |
| All | +93.9% | -46.8% | +140.7% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling