+455.7%
CMCSA vs EBAY
+12,541.3%
-12,085.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +3.8% | -6.3% | +10.1% | +5.2% |
| 3M | +12.3% | -3.3% | +15.6% | +13.0% |
| 6M | -15.4% | +13.5% | -28.9% | -17.8% |
| YTD | -2.5% | +21.2% | -23.7% | -6.9% |
| 1Y | -13.4% | +13.9% | -27.2% | -16.6% |
| 3Y | -30.4% | +153.1% | -183.5% | -44.0% |
| 5Y | -45.0% | +54.5% | -99.5% | -51.8% |
| 10Y | +10.2% | +262.7% | -252.5% | -21.5% |
| All | +455.7% | +12,541.3% | -12,085.6% | +92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling