+6.4%
CMCSA vs ECL
+196.4%
-190.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +4.6% | +0.4% | +4.1% | +4.4% |
| 30D | +19.8% | +8.6% | +11.2% | +15.6% |
| 3M | -0.3% | +7.9% | -8.2% | -3.5% |
| 6M | +0.3% | +21.0% | -20.7% | -7.9% |
| YTD | -6.9% | +17.5% | -24.4% | -13.6% |
| 1Y | +2.6% | +19.7% | -17.1% | -5.7% |
| 3Y | -29.0% | +77.4% | -106.5% | -46.4% |
| 5Y | -42.0% | +38.7% | -80.7% | -51.9% |
| 10Y | +6.4% | +193.5% | -187.1% | -35.5% |
| All | +6.4% | +196.4% | -190.0% | -35.5% |
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