-48.2%
CMCSA vs EAT
+310.8%
-359.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.2% | -3.4% | -6.2% |
| 7D | -8.3% | -6.8% | -1.5% | -7.4% |
| 30D | -2.4% | -5.4% | +3.0% | -1.9% |
| 3M | +4.5% | +42.8% | -38.2% | -0.6% |
| 6M | -18.8% | +56.5% | -75.3% | -24.1% |
| YTD | -8.9% | +50.0% | -59.0% | -14.6% |
| 1Y | -18.3% | +38.3% | -56.6% | -22.8% |
| 3Y | -35.0% | +591.6% | -626.6% | -54.1% |
| 5Y | -48.2% | +312.6% | -360.8% | -61.3% |
| All | -48.2% | +310.8% | -359.0% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling