+96.4%
QQQM vs CMCSA
-47.2%
+143.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -4.9% | +4.3% | +0.7% |
| 30D | -1.2% | -1.1% | -0.1% | -1.1% |
| 3M | -0.1% | +6.6% | -6.7% | -2.5% |
| 6M | +18.0% | -15.5% | +33.4% | +22.5% |
| YTD | +16.7% | -6.7% | +23.4% | +16.6% |
| 1Y | +23.0% | -15.6% | +38.6% | +27.4% |
| 3Y | +93.3% | -33.7% | +127.0% | +115.1% |
| All | +96.4% | -47.2% | +143.7% | +115.1% |
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