-42.1%
CMCSA vs ECL
+40.6%
-82.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.3% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | +18.6% | +8.8% | +9.8% | +14.9% |
| 3M | -1.8% | +7.8% | -9.7% | -4.6% |
| 6M | -0.7% | +21.3% | -22.0% | -7.8% |
| YTD | -7.8% | +17.8% | -25.6% | -13.6% |
| 1Y | +0.7% | +21.1% | -20.3% | -6.7% |
| 3Y | -28.0% | +80.1% | -108.0% | -43.6% |
| 5Y | -42.1% | +40.5% | -82.6% | -53.6% |
| All | -42.1% | +40.6% | -82.7% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling