+6.1%
CMCSA vs EAT
+374.9%
-368.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -4.9% | -7.7% | +2.8% | -3.8% |
| 30D | -1.1% | -13.6% | +12.5% | +0.8% |
| 3M | +6.6% | +33.9% | -27.3% | +2.1% |
| 6M | -15.5% | +47.2% | -62.7% | -20.6% |
| YTD | -6.7% | +48.1% | -54.7% | -12.7% |
| 1Y | -15.6% | +33.7% | -49.3% | -20.2% |
| 3Y | -33.7% | +595.8% | -629.5% | -52.1% |
| 5Y | -46.6% | +314.4% | -361.0% | -59.8% |
| All | +6.1% | +374.9% | -368.9% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling