+60.2%
SCHD vs CMCSA
-47.2%
+107.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.0% | -4.9% | +2.9% | -0.7% |
| 30D | -0.4% | -1.1% | +0.7% | -0.2% |
| 3M | +5.7% | +6.6% | -0.8% | +3.5% |
| 6M | +11.9% | -15.5% | +27.4% | +16.2% |
| YTD | +26.4% | -6.7% | +33.1% | +27.2% |
| 1Y | +27.6% | -15.6% | +43.2% | +32.2% |
| 3Y | +54.9% | -33.7% | +88.6% | +70.2% |
| All | +60.2% | -47.2% | +107.4% | +76.5% |
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