+3.2%
CMCSA vs EAT
+319.3%
-316.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -0.6% | -7.1% | +6.5% | +0.4% |
| 30D | +18.8% | -2.3% | +21.1% | +18.9% |
| 3M | -1.1% | -19.6% | +18.5% | +1.4% |
| 6M | +2.5% | +46.0% | -43.5% | -3.5% |
| YTD | -6.7% | +37.7% | -44.4% | -12.1% |
| 1Y | 0.0% | +73.8% | -73.8% | -9.1% |
| 3Y | -28.9% | +482.1% | -511.0% | -47.4% |
| 5Y | -41.1% | +362.5% | -403.6% | -56.4% |
| All | +3.2% | +319.3% | -316.0% | -28.1% |
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