+3.2%
CMCSA vs ECL
+192.9%
-189.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +18.8% | +6.6% | +12.2% | +15.5% |
| 3M | -1.1% | +9.6% | -10.7% | -5.0% |
| 6M | +2.5% | +21.6% | -19.1% | -6.1% |
| YTD | -6.7% | +16.9% | -23.6% | -13.3% |
| 1Y | 0.0% | +17.9% | -17.9% | -7.5% |
| 3Y | -28.9% | +76.5% | -105.4% | -46.1% |
| 5Y | -41.1% | +36.6% | -77.8% | -50.8% |
| All | +3.2% | +192.9% | -189.6% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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