-48.2%
CMCSA vs ECL
+25.4%
-73.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.1% | -4.5% | -5.8% |
| 7D | -8.3% | -2.7% | -5.5% | -7.2% |
| 30D | -2.4% | -4.3% | +1.9% | -0.7% |
| 3M | +4.5% | +3.2% | +1.3% | +3.3% |
| 6M | -18.8% | -2.9% | -15.9% | -17.9% |
| YTD | -8.9% | +4.3% | -13.2% | -10.5% |
| 1Y | -18.3% | +1.6% | -19.9% | -19.1% |
| 3Y | -35.0% | +54.3% | -89.2% | -46.2% |
| 5Y | -48.2% | +26.5% | -74.6% | -56.0% |
| All | -48.2% | +25.4% | -73.5% | -56.0% |
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