-46.7%
CMCSA vs EBAY
+55.0%
-101.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.0% |
| 7D | -5.6% | -0.8% | -4.8% | -5.4% |
| 30D | -1.9% | -0.6% | -1.2% | -1.7% |
| 3M | +6.4% | -1.0% | +7.4% | +6.5% |
| 6M | -16.9% | +16.3% | -33.2% | -20.2% |
| YTD | -6.8% | +21.7% | -28.5% | -11.8% |
| 1Y | -15.9% | +16.5% | -32.4% | -20.0% |
| 3Y | -33.4% | +154.2% | -187.6% | -51.3% |
| 5Y | -46.7% | +58.1% | -104.7% | -59.4% |
| All | -46.7% | +55.0% | -101.7% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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